Learn · Financial Mathematics for Actuaries
Lecture 1 of 58Week 1
The Measurement of Interest
Prof. Neelesh S. Upadhye Prof. Pramod Kumar Naik · IIT Madras
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- Financial Mathematics for Actuaries, IIT Madras (at NPTEL)
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All the lectures
- The Measurement of Interest
- Simple vs. Compound Interest
- Present Value (v) and Discount Rate (d)
- Relationships Between Rates (i vs. d)
- Problem Solving Lab (Basic TVM)
- Nominal Interest Rates (i^(m))
- Nominal Discount Rates (d^(m))
- The Force of Interest δ
- Variable Force of Interest δ_t
- Inflation (Real vs. Nominal Rates) \& Review
- The Equation of Value
- Solving for Unknown Time (n)
- Solving for Unknown Interest Rate (i)
- Dollar-Weighted vs. Time-Weighted Rates
- Week 3 Problem Solving Lab
- Annuity-Immediate
- Annuity-Due
- Future Value of Annuities
- Annuities Payable mothly
- Problem Solving Lab - Retirement Planning
- Perpetuities
- Continuous Annuities
- Deferred Annuities
- Solving for Unknowns (n and i)
- Problem Solving Lab
- Arithmetically Increasing Annuities
- Decreasing Annuities
- Geometrically Increasing Annuities
- Varying Continuous Annuities
- Module 1 Review (Theory Quiz)
- Loan Repayment Method - Part 1
- Loan Repayment Method - Part 2
- Loan Repayment Method - Part 3
- Loan amortization; problems and solution
- Loan Repayment method - Part 4
- Bonds and Bond Pricing
- The Concept of Bond Valuation
- Bond Valuation
- Bond Valuation - 1
- Bond Amortization Schedule
- Bond Valuation
- Behavior of Interest Rate - 1
- Behavior of Interest Rate - 2
- Risk Structure and Bond Ratings
- Yield Curve and the Term Structure of Interest Rate - 1
- Yield Curve and the Term Structure of Interest Rate - 2
- Bond Pricing under General Term Structure - I
- Bond Pricing under General Term Structure - II
- Bond Pricing under General Term Structure - III
- Bond Duration and Management - 1
- Bond Duration and Management - 2
- Bond Duration and Management - 3
- Priciples of Diversification
- Optimal Portfolio Theory
- Integrated Review: Loan Repayment Method
- Integrated Review: Bond Basics, Bond Valuation- Part 1
- Integrated Review: Bond Basics, Bond Valuation- Part 2
- Integrated Review: Yiled Curve, Term Structure of Interest rate; Bond Duration and Convexity