All Notes and Problems are © Copyright 2010 by Steve Paris.
All rights reserved. Reproduction in whole or in part without the express written permission from the author is strictly prohibited.
Interest Theory Manual Notes, Problems, and Answers to Problems
Module 1 - Section 1 Accumulation Functions
Module 1 - Section 2 Simple and Compound Interest
Module 1 - Section 3 Simple and Compound Discount
Module 1 - Section 4 General Force of Interest
Module 1 - Section 5 Summary
Module 2 - Section 1 Annuities - Definition, Terminology, and Notation
Module 2 - Section 2 Basic Annuity Formulas
Module 2 - Section 3 Basic Upper m Notation
Module 2 - Section 4 Basic Level Continuous Annuities
Module 2 - Section 5 Geometric Annuities
Module 2 - Section 6 Arithmetic Annuities
Module 2 - Section 7 Advanced Upper m and Continuous Annuities
Module 2 - Section 8 Summary of Annuity Formulas
Module 3 - Section 1 Loan Repayment - Amortization Method
Module 3 - Section 2 Loan Repayment - Sinking Fund Method
Module 3 - Section 3 Loan Repayment - Adhoc Methods
Module 3 - Section 4 Bond Introduction
Module 3 - Section 5 Bond Amortization Schedule
Module 3 - Section 6 Callable Bonds
Module 4 - Section 1 Inflation
Module 4 - Section 2 Dollar and Time Weighted Rates
Module 4 - Section 3 Portfolio Year and Investment Year Methods
Module 4 - Section 4 Term Structure of Interest Rates, et al.
Module 4 - Section 5 Duration
Module 4 - Section 6 Asset-Liability Management (Immunization and Dedication)
Addendum to Module 4 - Section 6 (Macaulay and Modified) Duration and Convexity
Derivative Markets Manual Notes, Problems, and Answers to Problems
Derivative Markets - Module 1 Module 1 Problem Answers
Derivative Markets - Module 2 Module 2 Problem Answers
More Derivative Markets Problems More Derivative Markets Problems Answers
Module 2 Condensed