MATH 3618: Theory of Interest

Financial transactions involving interest: measurement of interest, force of interest, annuities-certain, introduction to financial derivatives.

Required Textbooks:

  1. Mathematics of Investment and Credit by Samuel A. Broverman, 7th edition, 2017, ACTEX Publications
  2. Derivatives Markets by Robert L. McDonald, 3rd edition, 2012, Pearson

Supplementary Textbook: A Basic Course in the Theory of Interest and Derivatives Markets: A Preparation for the Actuarial Exam FM/2 by Marcel B. Finan, 2017