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Financial Mathematics II is taught by Prof. Detailed information on the course can be found in the module catalogue. Introduction to financial assets, term structure of interest rates and no-arbitrage pricing with particular emphasis on futures and forward contracts.

Introduction to financial investments, financial assets. Hull Chapter 1, Chapter 9, Sec. No-arbitrage pricing of forward contracts with dividend variations. Term options futures and other derivatives 8th edition ppt of interest rates, zero-coupon bonds and rates, forward rates. CT1 Unit 13, Sec. Coupon bonds including annuitiesyield to maturity.

CT1, Unit 13, Sec. Duration, convexity of a cash-flow sequence. Introduction to futures markets, hedging in futures markets, the relation between futures and forward prices.

Selected parts of Hull Chapters 2, 3, and 5. From the standard interest rate swap over cross-currency swaps to credit default swaps. You can buy it here. Any version after '09 will do.

By following this material closely in MATH and will hopefully, but no guarantees yet be exempt from the Faculty of Actuaries' exams. The latest edition can be bought here. And there are many copies options futures and other derivatives 8th edition ppt the library. You are strongly advised to obtain copies of at least the parts of these two sources that are mentioned in the annotated syllabus options futures and other derivatives 8th edition ppt. A few supplementary teaching notes were used.

These — and the slides used — are hyperlinked under the relevant dates on the next page. Hand-in deadlines are Oct. Faculty of Mathematics and Physical Sciences.

Aims and objectives of the course Introduction to financial assets, term structure of interest rates and no-arbitrage pricing with particular emphasis on futures and forward contracts. Annotated Syllabus Introduction to financial investments, financial assets. Hull, Options, Futures, and other Financial Derivatives.

How to sum geometric series, how the value annuities, options futures and other derivatives 8th edition ppt much to save for retirement. Different types of financial assets: Th Sep 30 More on the different types of financial assets: Valuation of forward contracts by no-arbitrage principles; CT1 Unit 12, Sec. These slides were used and I handed out Course Work 1. Answers due Th Oct W Oct 6 These exercises: Th Oct 7 Slides. Forward contracts on underlying assets that provide intermediate cash-flows.

The rest of CT1 Unit The term structure of interest rates; CT1, Unit 13, Sec. W Oct 13 These exercises. Heavy use is made of old CT1-examinations. Th Oct 14 Slides. Deadline for Course Work 1. More on the term structure of interest rates. Yield to maturity and par yields. Solving Question 9 from the April CT1-exam. W Oct 20 These exercises. Th Oct 21 Slides. Comments to Course Work 1. Beneath the last assignment lies an important and useful result known as the put-call parity Hull Chapter 9, Sec.

Hand-out of Course Work 2. The rest of CT1, Unit 13, Sec. W Oct 27 These exercises. Th Oct 28 Slides. Some remarks on Course Work 2 including tricks or necessities for financial calculations in Excel. Moment calculations for single investments; CT1, Unit W Nov 3 These exercises. Th Nov 4 Deadline for Course Work 2. Moments of annuity investments when rates of return are stochastic; CT1, Unit W Nov 10 These exercises.

Hand-back of Course Work 2. Hand-out of Course Work 3. Stochastic rates of return: W Nov 17 These exercises. A note on the log-normal distribution. Th Nov 18 Slides. And a solution to Course Work 2. And options futures and other derivatives 8th edition ppt fits nicely with a note on Riding the Yield Curve.

When interest rates are constant, forward and futures prices are the same. W Nov 24 These exercises.

Spot and futures prices in a spreadsheet. Th Nov 25 Slides. Deadline for Course Work 3. Hull's Chapter 3 on hedging with futures. Hand-back of Course Work 3. W Dec 1 Test Exam 1 with a solution. Th Dec 2 Slides. Hull's Chapter 7 on swaps in just two slides. Solving the remaining parts of Test Exam 1. That file is a 2-page summary of the course, and something you are well advised to remember at the exam.

The exam is closed book. Do not try bring in this or any other outside material. Cheating on an exam is an extremely serious offense. W Dec 8 Test Exam 2 with a solution. Th Dec 9 The rest of Test Exam 2. More on the different types of financial assets: Using forwards and call- options futures and other derivatives 8th edition ppt put options for hedging and speculation; the rest of Hull Ch.

Models with stochastic rates of return. Deadline for Course Work 2. Test Exam 1 with a solution. Test Exam 2 with a solution.

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