MATH 3618: Theory of Interest
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Course description
Financial transactions involving interest: measurement of interest, force of interest, annuities-certain, introduction to financial derivatives.
Textbooks and resources
Required textbooks
- Mathematics of Investment and Credit by Samuel A. Broverman, 7th edition, 2017, ACTEX Publications
- 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