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Silabus A10

A10 – MATEMATIKA KEUANGAN

Tujuan mata ujian ini adalah untuk memastikan bahwa peserta mempunyai pemahaman tentang teknikal perhitungan dasar matematika keuangan dan menguji pemahaman matematika keuangan dalam aplikasi dalam industri jasa keuangan.
Topik yang diujikan :                  
     
1.      Peserta diharapkan dapat memahami hal-hal berikut:
         a.   Interest rate (rate of interest),  Simple interest and Compound interest
         b.   Accumulation function, Future value and Present value/net present value
         c.   Discount factor, Discount rate (rate of discount)  and Convertible m-thly
         d.   Nominal rate, Effective rate, Force of interest

2.      Peserta diharapkan menghitung hal-hal berikut :
         a.  Present value, or  Future value berdasarkan simple or compound interest.
         b.  Effective interest rate, Nominal interest rate, convertible m-thly, Effective discount rate, Nominal discount rate convertible m-thly,                        Force of interest.
3.      Peserta diharapkan mampu mendefinisikan dan menghitung hal-hal berikut:
         a.  Annuity-immediate, Annuity-due Perpetuity, Payable m-thly, Level payment annuity, Arithmetic increasing/decreasing payment                  annuity.
         b.  Principal, Interest, Term of loan, Outstanding balance, Final payment (drop payment, balloon payment), Amortization, Sinking fund.
         c.  Anuitas dengan pembayaran tetap dan tidak tetap untuk jenis anuitas immediate (or due), anuitas pembayaran m-thly
         d. Menghitung outstanding balance dan menghitung tingkat bunga .

Tipe Soal :  3 Jam soal pilihan ganda.

Buku Referensi :
1.  Theory of Interest (Second Edition), 1991, by Kellison, S.G.:
Chapters 1-2, Chapter 3 (exclude 3.6 and 3.10), Chapter 4, Section 4.1 and the rest of page 95 , Examples 4.1 and 4.2, Sections 4.4–  4.8, Chapter 5, Sections 5.1–5.7, Chapter 6, Sections 6.1–6.4 and 6.6, Chapter 7, Sections 7.1–7.7 and 7.10, Chapter 8, Sections 8.7 and 8.8 (exclude Options, Futures, Forwards and Swaps), Chapter 9, Sections 9.4, 9.6, 9.8–9.10, Appendix VIII.

2.   Daniel, J.W.; and Vaaler, L.J.F., Mathematical Interest Theory (Second Edition), 2009, The Mathematical Association of America
Chapter 1 (1.3-1.12, 1.14), Chapter 2 (2.2-2.7), Chapter 3 (3.2-3.9, 3.11, 3.13),  Chapter 4 (4.2-4.6), Chapter 5 (5.2-5.4), Chapter 6 (6.2-6.6, 6.9), Chapter 7 (7.1), Chapter 8 (8.3), Chapter 9 (9.1-9.5)