MATH 630 Spring 2018

Syllabus

Homework #1 (due 25 Jan.)

Homework #2 (due 1 Feb.)

Homework #3 (due 8 Feb.)

Actuarial Science Certificate

Homework #4 (due 15 Feb.)

Homework #5 (due 25 Feb.)

Sample Problems for Exam I

EXAM I, 1 Mar., Chs. 1-3

Homework #6 (due 8 Mar.)

Homework #7 (due 3 Ap.)

EXAM II, 5 Ap., Chs. 4-6

A few typical problems for EXAM II: 4.1.5 and also calculate

the book value at t=6 years after coupon payment, and bond price

to obtain 10% per year return, 4.1.6, 4.1.15

Homework #8 (due 17 Ap.)

Homework #9 (due 24 Ap.)

Homework #10 (due 1 May)

Some topics for the final exam: Simple and compound interest,

valuation of annuities and perpituities, bond valuation,

loan repayments, binomial option pricing model