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MATH 325 - The Mathematics of Interest - Fall 2017

Credits 3. 3 Lecture Hours.

The mathematical theory associated with interest; annuities; internal rate of return; coupon bonds; valuation of noncallable bonds; yield of maturity; interest rate sensitivity; duration and convexity; reinvestment risk; total return; compound return; STRIPS; yield curve; short selling; hedge ratio; bond swaps.
Prerequisites: MATH 142, MATH 147, MATH 151 or MATH 171.


Sections

Sec Instructor Lecture
501 Heather L. Ramsey TR 12:45-2:00pm BLOC 117
502 Heather L. Ramsey TR 2:20-3:35pm BLOC 117