Financial Mathematics for Actuaries X2AQ1FH3KT
| URI | m2://res/X2AQ1FH3KT |
|---|---|
| Kind | course |
| Creators | Neelesh S. Upadhye (instructor) |
| Date | 2026-05-04 |
| Scope | in |
| Ids | course 03v0r5n49:111106930 |
Expressions
e1: edition
| Language | en |
|---|---|
| Date | 2026-05-04 |
- m1: page, IIT Madras (record). nptel 111106930
- m2: page, 2026-05-04 (record). nptel 111106930
Contents
- part 1: Week 1
- session 1: The Measurement of Interest
- session 2: Simple vs. Compound Interest
- session 3: Present Value (v) and Discount Rate (d)
- session 4: Relationships Between Rates (i vs. d)
- session 5: Problem Solving Lab (Basic TVM)
- part 2: Week 2
- session 6: Nominal Interest Rates (i^(m))
- session 7: Nominal Discount Rates (d^(m))
- session 8: The Force of Interest δ
- session 9: Variable Force of Interest δ_t
- session 10: Inflation (Real vs. Nominal Rates) \& Review
- part 3: Week 3
- session 11: The Equation of Value
- session 12: Solving for Unknown Time (n)
- session 13: Solving for Unknown Interest Rate (i)
- session 14: Dollar-Weighted vs. Time-Weighted Rates
- session 15: Week 3 Problem Solving Lab
- part 4: Week 4
- session 16: Annuity-Immediate
- session 17: Annuity-Due
- session 18: Future Value of Annuities
- session 19: Annuities Payable mothly
- session 20: Problem Solving Lab - Retirement Planning
- part 5: Week 5
- session 21: Perpetuities
- session 22: Continuous Annuities
- session 23: Deferred Annuities
- session 24: Solving for Unknowns (n and i)
- session 25: Problem Solving Lab
- part 6: Week 6
- session 26: Arithmetically Increasing Annuities
- session 27: Decreasing Annuities
- session 28: Geometrically Increasing Annuities
- session 29: Varying Continuous Annuities
- session 30: Module 1 Review (Theory Quiz)
- part 7: Week 7
- session 31: Loan Repayment Method - Part 1
- session 32: Loan Repayment Method - Part 2
- session 33: Loan Repayment Method - Part 3
- session 34: Loan amortization; problems and solution
- session 35: Loan Repayment method - Part 4
- part 8: Week 8
- session 36: Bonds and Bond Pricing
- session 37: The Concept of Bond Valuation
- session 38: Bond Valuation
- session 39: Bond Valuation - 1
- session 40: Bond Amortization Schedule
- part 9: Week 9
- session 41: Bond Valuation
- session 42: Behavior of Interest Rate - 1
- session 43: Behavior of Interest Rate - 2
- session 44: Risk Structure and Bond Ratings
- part 10: Week 10
- session 45: Yield Curve and the Term Structure of Interest Rate - 1
- session 46: Yield Curve and the Term Structure of Interest Rate - 2
- session 47: Bond Pricing under General Term Structure - I
- session 48: Bond Pricing under General Term Structure - II
- session 49: Bond Pricing under General Term Structure - III
- part 11: Week 11
- session 50: Bond Duration and Management - 1
- session 51: Bond Duration and Management - 2
- session 52: Bond Duration and Management - 3
- session 53: Priciples of Diversification
- session 54: Optimal Portfolio Theory
- part 12: Week 12
- session 55: Integrated Review: Loan Repayment Method
- session 56: Integrated Review: Bond Basics, Bond Valuation- Part 1
- session 57: Integrated Review: Bond Basics, Bond Valuation- Part 2
- session 58: Integrated Review: Yiled Curve, Term Structure of Interest rate; Bond Duration and Convexity
Catalogue records
- nptel: 111106930 (manifestation)
- nptel_video: 111106930 (manifestation)