Actuarial Science CT I

CT I
By Sanjay Saraf, Karan Aggarwal
5 (8630)

~42-48 | ~96 hrs | Hindi, English | 8630

Description

Introduction to mathematical modelling of financial and insurance markets with particular emphasis on the time-value of money and interest rates. Introduction to simple financial instruments. On completion of this module, students should be able to understand the time value of money and to calculate interest rates and discount factors. They should be able to apply these concepts to the pricing of simple, fixed-income financial instruments and the assessment of investment projects.

CT-1- Financial Mathematics

Cash Inflows and Outflows
Simple Interest and Compound Interest
Present value and Future Value
Periodic Interest rates
Force of Interest
Nominal vs. Effective rates
Conversion between interest rates
Real vs. Money Rates of Interest
Series of Cash Flows - PV and FV
Deferred Payments
Level Annuities
Increasing Annuities
Actuarial Notations
Relationship between notations
Equation of Value
Flat rate vs. Effective rate
Loan Repayment Schedule
Interest and Capital components
Investment Project Appraisal
Discounted cash flow mechanisms
NPV and IRR
Payback Period and Discounted Payback
Money Weighted vs. Time Weighted Return
Linked IRR
Investment and Risk aspects of Assets
Basic Bond Pricing
Yield calculations on Bonds
PV of Share and Property
Impact of tax on Bond Pricing
Forward Contracts - Pricing and Value
Term structure of Interest rates
Par yield and Yield to Maturity
Spot rates vs. Forward Rates
Duration and Convexity
Immunization of Liabilities
Stochastic Interest rate Model
Mean and variance - Stochastic Model
Log Normal Distribution
Practical Examples
Questions Solved


Examination-Held twice in a year Mar/April & Sep/Oct

Other Info

  • Lectures : ~42-48
  • Duration : ~96 hrs
  • Language : Hindi, English
  • Students : 8630
  • Deliverables : Study Material,Encrypted Videos.
  • System Requirement : Minimum Quad Core(32 bit/64 bit)Processor, 2.10 GHz, 4 GB RAM, 1 GB Graphics, WINDOWS 7/WINDOWS 8/WINDOWS 8.1/WINDOWS 10, 20GB Disk Space Required.
  • Does Not Support : APPLE/LINUX/VIRTUAL MACHINE ARE NOT ALLOWED.
  • Max. Views : 30% extra views to the total number of video files you receive. Suppose, you have 100 videos, so you will get 130 views in total. If you close SSEI media player, you will lose 1 view.
  • Important Information : Video Output through HDMI cable is not allowed.
  • Software Installation : Remote access of student's system is mandatory for software installation.
  • ₹ 13000
  • ₹ 16000

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Sanjay Saraf
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Sanjay Saraf
Karan Aggarwal
Author
Karan Aggarwal
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