UCLA MATH 172B - Syllabus 175 (2 pages)

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Syllabus 175



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Syllabus 175

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Pages:
2
School:
University of California, Los Angeles
Course:
Math 172b - Actuarial Models I
Actuarial Models I Documents
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Math 175 Syllabus Structure Details and Policies Fall 2016 Introduction to Financial Mathematics This course is designed to provide an understanding of basic concepts of actuarial financial mathematics The course touches most but not all syllabus topics for professional exam SOA FM CAS 2 Students who do well in this course will have a very strong jump start in preparing for exam SOA FM CAS 2 but they should still expect that significant additional study will be needed to pass Math 175 is a pre requisite for all other Math Dept actuarial courses Instructor Office Regular Office Hours Additional Office Hours Email for private matters Forum for class related items Gary Caine FSA MS 5338 After all classes in classroom if available otherwise in MS 5338 By appointment gjcaine 172a gmail com www Piazza com Class Times Room Mon Wed Sec 1 2 00 3 50 pm Sec 2 4 00 5 50 pm Geology 6704 Textbook for Interest Theory Mathematical Interest Theory 2nd Edition by Daniel and Vaaler The Mathematical Association of America 2009 1st Edition also fine Textbook for Derivatives Derivatives Markets by Robert McDonald Addison Wesley Ch 1 4 5 1 5 4 OR A Basic Course in the Theory of Interest and Derivatives Markets A Preparation for the Actuarial Exam FM 2 Marcel B Finan Ch 57 68 available at http faculty atu edu mfinan actuarieshall mainf pdf Required calculator for class and exams TI BA II Plus financial regular or Professional Exam Dates and Grading up to 30 points each Oct 10 exam Oct 26 exam Nov 14 exam will count only the 2 highest scores from these 3 exams up to 42 points final exam Monday Dec 5 3pm 6pm up to 8 points Class participation primarily Piazza contributions Note Maximum possible points 110 30 30 42 8 Students scoring at least 90 are guaranteed an A grade Other cutoffs tbd typically 80 B 70 C 60 D 60 F Other policies No re grading request will be allowed more than 7 days after the applicable scoring date Aside from allowed calculators electronic devices must be off and out of view during classes tests No make ups allowed for missed exams Course grade of Incomplete is not available Taking the final exam is required to pass this course There will be no alternative grading scheme See https www soa org Education Exam Req Exam Day Info edu id calculators aspx for list Approximate Schedule of Lectures Week Chapter Topics 1 1 Introduction growth of money BA II Plus calculator 2 2 Equations of value and yield rate 3 3 Simple annuities 4 4 Complex annuities 5 5 Loan repayment 6 6 7 Bonds and Stocks 7 8 3 Term structure of interest rates 8 9 Duration convexity and immunization 9 Introduction Options and Forward Contracts 10 Option Strategies Risk Management Ch 1 2 in McDonald text Ch 57 62 in Finan text Ch 3 4 5 in McDonald text Ch 63 68 in Finan text


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