$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 over
140 worked examples. In addition, at the end
of each chapter there are self-test questions
- 180 in all, of which 155 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
