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A.1.1 §1.2 The accumulation and amount functions
A.1.2 §1.3 The eﬀective rate of interest
A.1.3 §1.4 Simple interest
A.1.4 §1.5 Compound interest
A.1.5 §1.6 Present value
A.1.6 §1.7 The eﬀective rate of discount
A.1.7 §1.8 Nominal rates of interest and discount
A.2.1 §1.9 Forces of interest and discount
A.2.2 §1.10 Varying interest
A.2.3 §1.11 Summary of results
A.3.1 §2.1 Introduction
A.3.2 §2.2 Obtaining numerical results
A.3.3 §2.3 Determining time periods
A.3.4 §2.4 The basic problem
A.4.1 §2.4 The basic problem (continued)
A.4.2 §2.5 Equations of value
A.4.3 Unknown principal
A.4.4 §2.6 Unknown time
A.4.5 §2.7 Unknown rate of interest
A.4.6 §2.8 Practical examples
A.5 Supplementary Notes for the Lecture of January 21st, 2004
A.6.1 §3.1 Introduction
A.6.2 §3.2 Annuity-immediate
A.7.1 §3.2 Annuity-immediate (continued)
A.7.2 §3.3 Annuity-due
A.8.1 §3.3 Annuity-due (continued)
A.10.1 §3.4 Annuity values on any date (continued)
A.11.1 §3.5 Perpetuities
A.11.2 §3.6 Nonstandard terms and interest rates
A.12.1 §3.6 Nonstandard terms and interest rates
A.12.2 §3.7 Unknown time
A.13.1 §3.7 Unknown time (continued)
A.14.1 §3.8 Unknown rate of interest
A.14.2 §3.9 Varying interest
A.14.3 §3.10 Annuities not involving compound interest
A.15.1 §4.1 Introduction
A.15.2 §4.2 Annuities payable at a diﬀerent frequency than interest is con-
A.16.1 §4.3 Further analysis of annuities payable less frequently than inter-
A.16.2 §4.4 Further analysis of annuities payable more frequently than in-
A.16.3 §4.5 Continuous annuities
A.16.4 §4.6 Basic varying annuities
A.17.1 §4.6 Basic varying annuities (continued)
A.17.2 §4.7 More general varying annuities
A.17.3 §4.8 Continuous varying annuities
A.17.4 §4.9 Summary of results
A.18.1 §5.1 Introduction
A.18.2 §5.2 Discounted cash ﬂow analysis
A.18.3 §5.3 Uniqueness of the yield rate
A.18.4 §5.4 Reinvestment rates
A.19.1 §5.4 Reinvestment rates (continued)
A.19.2 §5.5 Interest measurement of a fund
A.19.3 §5.6 Time-weighted rates of interest
A.19.4 §5.7 Portfolio methods and investment year methods
A.19.5 §5.8 Capital budgeting
A.19.6 §5.9 More general borrowing/lending models
A.20.1 §6.1 Introduction
A.20.2 §6.2 Finding the outstanding loan balance
A.21.1 §6.2 Finding the outstanding loan balance (continued)
A.21.2 §6.3 Amortization schedules
A.22.1 §6.3 Amortization schedules (continued)
A.22.2 §6.4 Sinking funds
A.23.1 §6.4 Sinking funds (continued)
A.24.1 §6.4 Sinking funds (concluded)
A.24.2 §6.5 Diﬀering payment periods and interest conversion periods
A.24.3 §6.6 Varying series of payments
A.24.4 §6.7 Amortization with continuous payments
A.24.5 §6.8 Step-rate amounts of principal
A.25.1 §7.1 Introduction
A.25.2 §7.2 Types of securities
A.26.1 §7.3 Price of a bond
A.28.1 §7.4 Premium and discount (concluded)
A.29.1 §7.5 Valuation between coupon payment dates
A.29.2 §7.6 Determination of yield rates
A.29.3 §7.7 Callable bonds
A.30.1 §7.7 Callable bonds (continued)
A.31.1 §7.5 Valuation between coupon payment dates
A.31.2 §7.8 Serial bonds
A.31.3 §7.9 Some generalizations
A.31.4 §7.10 Other securities
A.31.5 §7.11 Valuation of securities
A.32 Supplementary Notes for the Lecture of April 5th, 2004
B.1.1 First 2002/2003 Problem Assignment, with Solutions
B.1.2 Second 2002/2003 Problem Assignment, with Solutions
B.1.3 Third 2002/2003 Problem Assignment, with Solutions
B.1.5 Fifth 2002/2003 Problem Assignment, with Solutions
B.1.6 2002/2003 Class Tests, with Solutions
B.1.7 Final Examination, 2002/2003
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