AMS 318
Prepared by Mu Tian
September 18, 2014
Homework #3
Due: Wednesday, September 24, at the end of class
* Please submit your solution with detailed steps
1. Rafael opens a savings account with a
AMS 318
Sample Exam, Fall 2014
Oct 13 2014
Instructions:
1. You have 1 hours 30 minutes to do the exam.
2. There are 4 questions with a total of 100 points and 1 bonus question with 10 points.
3. The
AMS 318
Prepared by Mu Tian
November 7, 2014
Homework #8
Due: Wednesday, November 19, at the end of class
* Please submit your solution with detailed steps
1. A $ 1000 bond with a coupon rate of 8% ha
AMS 318
Prepared by Mu Tian
October 8, 2014
Homework #5
Due: Wednesday, October 8, at the end of class
* Please submit your solution with detailed steps
1. Annual end-of-year deposits are made to a fu
AMS 318
Prepared by Mu Tian
November 6, 2014
Homework #8
Due: Wednesday, November 12, at the end of class
* Please submit your solution with detailed steps
1. A $ 1000 bond with a coupon rate of 8% ha
AMS 318
Prepared by Mu Tian
August 27, 2014
Homework #1
Due: Wednesday, September 3rd, at the end of class
* Please submit your solution with detailed steps
1. Suppose a(t) = t2 + t + . If $100 invest
AMS 318 Financial Mathematics
Instructor: Tyler Mayer
Email: [email protected]
Office: Math Tower 2-104
Office hours: Mondays and Wednesdays 12:00PM 1:30PM or by appointment.
TA: Yili Zhang
E
AMS 318
Prepared by Mu Tian
September 17, 2014
Homework #3
Due: Wednesday, September 24, at the end of class
* Please submit your solution with detailed steps
1. Rafael opens a savings account with a
AMS 318
Prepared by Mu Tian
September 10, 2014
Homework #2
Due: Wednesday, September 17, at the end of class
* Please submit your solution with detailed steps
1. The annual eective interest rate on Ro
A Basic Course in the Theory of Interest and
Derivatives Markets:
A Preparation for the Actuarial Exam FM/2
Marcel B. Finan
Arkansas Tech University
c All Rights Reserved
Preliminary Draft
Last update
Second Edition
MATHEMATICAL INTEREST THEORY
Leslie Jane Federer Vaaler & James W. Daniel
MAA
Susan Staples, Texas Christian University
Mathematical Interest Theory includes more than 240 carefully wor
AMS 318
Prepared by Mu Tian
August 27, 2014
Homework #1
Due: Wednesday, September 3rd, at the end of class
* Please submit your solution with detailed steps
1. Suppose a(t) = t2 + t + . If $100 invest
AMS318 Jin Yang 111032686 HW1
Book problem:
1. 1.3.4
a(t) = at^2+bt+y
when t=0,a(t)=100, t=4 a(t)=152
we get a(0)=a*0+b*0+y=y=100; a(4)=a*4^2+b*4+y=16a+4b+100=152
so 4a+b=13,y=100
when t=0, a(t)=200,
AMS 318
Prepared by Mu Tian
September 10, 2014
Homework #2
Due: Wednesday, September 17, at the end of class
* Please submit your solution with detailed steps
1. The annual eective interest rate on Ro
AMS 318
Prepared by Mu Tian
October 8, 2014
Homework #6
Due: Wednesday, October 15, at the end of class
* Please submit your solution with detailed steps
1. Copy and complete the following amortizatio
Chapter 1
Course Introduction and Basics of Interest
Theory
Course syllabus
SOA FM exam
Basics of interest theory: interest, accumulation function and discount
Course Introduction and Basics of Int
Chapter 3
Annuities
Annuities immediate/due
Annuities with constant/geometric/arithmetic sequence of payment
Annuities symbols
Annuities
32
Introduction
An annuity is a series of payments made at
Chapter 2
Equations of value and yield rates
Equations of value
Dollar-weighted yield rate
Time-weighted yield rate
Equations of value and yield rates
22
Introduction
In Chapter 1, we see that the
AMS 318
Prepared by Mu Tian
October 31, 2014
Homework #7
Due: Wednesday, November 5, at the end of class
* Please submit your solution with detailed steps
1. A 2500 6.5% eight-year bond has annual cou
AMS 318
Prepared by Mu Tian
October 17, 2014
Homework #6
Due: Wednesday, October 15, at the end of class
* Please submit your solution with detailed steps
1. Copy and complete the following amortizati
AMS 318
Prepared by Mu Tian
October 2, 2014
Homework #5
Due: Wednesday, October 8, at the end of class
* Please submit your solution with detailed steps
1. Annual end-of-year deposits are made to a fu
20 Chapter 1 The growth of money
negative integers (or about any innite set of consecutive integers with a smallest
element), and we shall use this method to establish Claim (1.5.2). Mathematical
Indu
AM5318 Zhuoyu Chen
WA#2
1. A line of 100 airline passengers are waiting to board a plane. They each hold a ticket to one of the
100 seats on that flight. For convenience, lets say that the n-th passen
AMS-318 Writing Assignment #1
Zhuoyu Chen
1.Jeff and Nancy are playing a coin toss game. Jeff has (n+1) fair coins; Nancy has n fair coins.
What is the probability that Jeff will have more heads than