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F11.syll.373.v1

F11.syll.373.v1 - Math 373 Financial Mathematics Meets...

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Math 373: Financial Mathematics Meets: Tuesday from 9:00 to 10:15 in BRNG 2290 Wednesday from 8:30 to 9:20 in PHYS 203 Thursday from 9:00 to 10:15 in BRNG 2290 Instructor: Jeff Beckley Office: 818 Mathematics Building 317-698-8543 E-mail: [email protected] Web http://www.math.purdue.edu/~jbeckley/ Office Hours: Monday 3:00 to 5:00 Wednesday 3:00 to 5:00 or by appointment General Information The course will cover the learning objectives for the Society of Actuaries Examination FM and the Casualty Actuarial Society Examination 2. The course is also an excellent course for business or finance majors who want an introduction to derivatives and a full understanding of financial mathematics. Textbook: Mathematical Interest Theory, Second Edition By James Daniel and Leslie Vaaler Published by Mathematical Association of America ISBN 978-0-88385-754-0 Derivative Markets, Second Edition By Robert L. McDonald Published by Addison Wesley, ISBN 0-321-28030-X Notes on Textbooks: The first edition of Mathematical Interest Theory is exactly the same as the second edition. If you can get it cheaper, it is fine to get the first edition. For Derivative Markets, you need the second edition. The paperback version is less expensive. Some students in the past have purchased the “international” version because it has been less expensive. It appears to be the same as the non-international version.
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Calculators The only calculators permitted for this class will be those permitted to be used on the Society of Actuaries examinations in the Spring of 2011. The Society of Actuaries website states: Candidates may ONLY use the battery or solar powered Texas Instruments BA 35 model calculator, the BA II Plus*, the BA II Plus Professional*, the TI 30Xa or TI 30X II* (IIS solar or IIB battery), or TI-30XB MultiView (XS Solar or XB Battery). Candidates may use more than one of the approved calculators during an examination.” The best one for this class is the Texas Instruments BAII Plus or Texas Instruments BAII Plus Professional . For the purpose of this class, it will be assumed that you have this calculator.
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