FIN 415 - Quantitative Theory of Interest (3)

The theory of interest in both finite and continuous time; the use of various annuity functions as a basis for reserving, valuation, pricing, duration, asset/liability management, amortization schedules and measurement of fund performance; term structure of interest rates.

Prerequisite: FIN 320.

400-level Undergraduate Course available for Graduate Credit

Typically Offered: Fall/Spring