Fabozzi, Frank J;
Fixed income mathematics : analytical & statistical techniques;
Probus Pub. Co, 1993.
Lovelock, David , Mendel, Marilou., Wright, A. Larry;
An introduction to the mathematics of money : saving and investing;
Fixed income mathematics;
Academic Press, 2003.
This course will use Beamer presentations in lectures. The slides will be available on LEARN before class in pdf format. You will need to be familiar with material other than the Beamer presentations such as the recommended textbooks, lecture notes, tutorial/problem session material and any other supplementary material.
This course will not be offered if fewer than 20 people apply to enrol.