School of Mathematics

MATH1510: Financial Mathematics 1

I am teaching the module MATH1510: Financial Mathematics 1 in the second semester of 2011/12. Current students can find notes and other course materials via the Virtual Learning Environment (VLE). The notes are also provided on this page as an alternative.

Lecture notes

• Chapter 1: The time value of money (plus organizational matters).
• Chapter 2: Annuities.
• Chapter 3: Cash flows.
• Chapter 4: Payment streams and variable interest rates.
• Everything in one file.

Example sheets

• Example sheet 1: Exercises for the example class on 6 February and the coursework due on 15 February.
• Example sheet 2: Exercises for the example class on 20 February and the coursework due on 29 February.
• Example sheet 3: Exercises for the example class on 5 March and the coursework due on 14 March.
• Example sheet 4: Exercises for the example class on 16 April and the coursework due on 25 April.
• Example sheet 5: Exercises for the example class on 30 April.

Module catalogue

Basic information about this module can be found in the module catalogue.