Financial Mathematics

Course Code :2106TEWFIN
Study domain:Mathematics
Academic year:2018-2019
Semester:2nd semester
Contact hours:30
Credits:3
Study load (hours):84
Contract restrictions: No contract restriction
Language of instruction:Dutch
Exam period:exam in the 2nd semester
Lecturer(s)Bart Heijnen

3. Course contents *

We cover the mathematical terms and the basic techniques which are used to discuss different financial and insurance products. This part of the course covers subjects which range from the means of calculating different sorts of loans to risk management of a bond portfolio (different types of immunisation against the risk of interest rate rises) and valuation of options (the Black-Sholes model).