Financial mathematics 282

Module code IAS 282
Qualification Undergraduate
Faculty Faculty of Natural and Agricultural Sciences
Module content

Generalised cash-flow model. The time value of money. Interest rates. Discounting and accumulating. Compound interest functions. Equations of value. Loan schedules. Project appraisal. Investments. Simple compound interest problems. The ''No Arbitrage'' assumption and forward contracts. Term structure of interest rates. Stochastic interest rate models.

Module credits 12.00
Service modules Faculty of Economic and Management Sciences
Prerequisites IAS 211 60%
Contact time 3 lectures per week, 1 practical per week
Language of tuition English
Academic organisation Actuarial Science
Period of presentation Semester 2

The information published here is subject to change and may be amended after the publication of this information. The General Regulations (G Regulations) apply to all faculties of the University of Pretoria. It is expected of students to familiarise themselves well with these regulations as well as with the information contained in the General Rules section. Ignorance concerning these regulations and rules will not be accepted as an excuse for any transgression.

Copyright © University of Pretoria 2023. All rights reserved.

COVID-19 Corona Virus South African Resource Portal

To contact the University during the COVID-19 lockdown, please send an email to [email protected]

FAQ's Email Us Virtual Campus Share Cookie Preferences