Course Outline

Course Outline - Ch. 4 Ch. 5, Sec. 5.1-5.6 Ch. 6, Sec...

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University of Waterloo Department of Statistics and Actuarial Science Actuarial Science 231 Winter 2006 Mathematics of Finance Course Outline Instructor: Dr. R. Keith Freeland Office: MC 6082A Phone: 3356 (I seldom check my voice mail so it’s best to email me.) Email: rkfreeland@uwaterloo.ca (It is best to email we through the ACE course account. If you email me through regular email, be sure that you use the subject title ACTSC 231. This will indicate to me that your mail is not spam. Finally be sure to include your full name and ID number in all correspondence.) Office Hour: 12-1 pm Mondays Teaching Assistants: When I know the details I will post them on ACE. Calculators: It is recommended that you purchase a financial calculator. Co-request: STAT 230 Text: The Theory of Interest (2 nd edition), Kellison, 1991 published by Richard D. Irwin, Inc, available in bookstore. Material to be covered: Ch. 1 Ch. 2, Sec. 2.4-2.7 Ch. 3, Sec. 3.1-3.5, 3.7-3.10
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Unformatted text preview: Ch. 4 Ch. 5, Sec. 5.1-5.6 Ch. 6, Sec 6.1-6.6 Ch. 7, Sec.7.1- 7.6, 7.10 Ch. 9, Sec 9.4, 9.6-9.9 Notes on No Arbitrage and Forward Contracts Quizzes: Each week there will be a 30 minute quiz during the tutorial time. Each quiz will consist of two questions each worth 2 marks for a total of 4 marks. There will be a total of 11 quizzes and your grade will consist of the top 10 quizzes. Writing the quizzes is mandatory. Missed quizzes can not be made up for any reason. Nor can the weight of missed quizzes be moved to other quizzes. Quizzes will be returned each week at the beginning of the tutorial. Requests for remarking can only be made if your quiz is written in pen and you make the request during the tutorial hour in which it is returned. Final Exam: A two and a half hour exam will be given during the normal exam period in April. The University will schedule the final exam. Basis of Final Grade: Quizzes 40% F i n a l E x a m 6 %...
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