$145 for Financial Mathematics and Derivatives
Course notes
Text:
Financial Mathematics,
A Guide for Actuaries and other Business Professionals,
Second Edition, Ruckman and Francis
ISBN: 0-9753136-4-9
A
set of comprehensive notes, including 183
worked examples. In addition, at the end of
each chapter there are self-test questions
- 220 in all, of which 195 are original exam-style
questions written by BPP. Click here
for full online explanatory solutions.
The
second edition of this text includes some new
material, such as variable perpetuity factors
and continuously decreasing annuity factors in
Chapter 3. We've
also added 40 review questions at the end of the
book, which are
modeled after the SOA FM/CAS 2 Exam. In the new
printing (Spring 2009), other revisions have also
been made to help explain the concepts even more
clearly.
Contents:
Chapter 1: Interest
rates and factors
Chapter 2: Level annuities
Chapter 3: Varying annuities
Chapter 4: Non-annual interest rates and annuities
Chapter 5: Project appraisal and loans
Chapter 6: Financial instruments
Chapter 7: Duration, convexity and immunization
Chapter 8: The term structure of interest rates
Chapter 9: Stochastic interest rates
344
pages
Course
notes: Derivatives (not sold separately)
6 units covering material
on financial economics.
Included in FM Study Program
and Advanced Study Program
Contents:
Session 9: Introduction to derivatives
Session 10: Forwards and options
Session 11: Derivative strategies
Session 12: Risk management
Session 13: Forwards and futures
Session 14: Swaps
