1.0: COURSE PURPOSE
The course is designed to equip the learner with the basic concepts of application of mathematics to finance as a foundation in mathematical finance..
2.0 Learning outcomes
By the end of the course the learner should be able to:
1. define the concept of interest rates, present and future value analysis and the risk-free assets;
2. define financial derivatives and options;
3. develop and derive a simple market model with its assumptions;
4. examine the risky asset concepts and its dynamics;
5. develop the Arbitrage theorem in option pricing and one step Binomial model;
6. work out problems of portfolio mathematics
- Editing Teacher: Martha Kiarie
- Editing Teacher: Dr Geoffrey Kinuthia
- Editing Teacher: Samuel Kiranga
- Editing Teacher: Mr Anthony Wambua