| Kode Mata Kuliah | MA3261 / 4 SKS |
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| Penyelenggara | 101 - Matematika / FMIPA |
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| Kategori | Kuliah |
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| Bahasa Indonesia | English |
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| Nama Mata Kuliah | Pengantar Matematika Keuangan | Introduction of Financial Mathematics |
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| Bahan Kajian | - gerak Brown geometrik,
- interest rate dan present values analysis,
- options pricing,
- teorema arbitrage,
- model binomial,
- rumus Black-Scholes, penilaian investasi dengan expected utility
- pemilihan portofolio dan opsi eksotik.
| - Geometric Brownian motion
- interest rate an present values analysis,
- options pricing,
- Arbitrage theorem
- Binomial model
- Black-Scholes theorem, investment evaluation using expected utility
- portfolio selection and exotic options
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| Capaian Pembelajaran Mata Kuliah (CPMK) | - mampu mengenali dan memahami berbagai konsep dasar dalam bidang matematika keuangan.
| - Able to recognize and understand various fundamental concepts in financial mathematics
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| Metode Pembelajaran | Kombinasi ceramah dan diskusi, tugas mandiri, kuis bersama | A combination of lectures and discussions, individual assignments, quizzes |
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| Modalitas Pembelajaran | Bauran, Sinkorn dan asinkron, Mandiri | Bauran, Sinkorn dan asinkron, Mandiri |
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| Jenis Nilai | ABCDE |
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| Metode Penilaian | Ujian | Exam |
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| Catatan Tambahan | | |
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