Part B Actuarial Science I, Michaelmas term 2010
For: 3rd year Maths, 3rd year & Stats, MSc in Applied Statistics
Lecturer: Daniel Clarke
Lectures: MT 2010 weeks 1-8: Tuesday 12am [LR1] and Wednesday 5pm [LR2] in the Maths Institute
Classes: weeks 3, 4, 5, 6, 7 and 8. Class allocation after the first lecture.
Class tutors: Jethro Green, Tjun Kiat Teo and Daniel Clarke
Teaching assistants: Alison Qu, Hongyu Jiang and Gurjinder Mohan
MSc option: Weeks 4-6 and 8 are not examinable for MSc students taking the Actuarial Science option.
Revision Lectures: Lecture Room 1, Maths Institute, 3-5pm, Tuesday 10th May, week 2 Trinity Term and Lecture Room 1, Maths Institute, 11am-12pm, Friday 27th May, week 4 Trinity Term. Revision lectures will be structured according to requests from students. The first revision lecture will cover questions 1-3 from undergraduate past exam papers 2009 and 2010, and if we have time 2008. Please email me requests for material or past questions you'd like me to spend time on in the second revision lecture by Wednesday 25 May.
TT consultation: 301, 2 South Parks Road, Wed 11th May 9-10am and Friday 27th May, 3-4pm
Lecture Notes
- Course overview
- Matthias Winkel's lecture notes for this term's material. List of typos:
- p.16, l.12: the second expression for "a angle n pthly" is wrong, the numerator v should be v^(1/p).
- p.25, l.-3: swap coefficients in the numerator to read l_nf(r_n)-r_nf(l_n).
- Lectures 14-15: Introduction to financial markets and institutions
- Lectures 15-16: Investments
Assignments
- Assignment 1 for undergraduate classes in MT week 3 Solutions 1
- Assignment 2 for undergraduate classes in MT week 4 Solutions 2
- Assignment 3 for undergraduate classes in MT week 5 Solutions 3
- Assignment 4 for undergraduate classes in MT week 6 Solutions 4
- Assignment 5 for undergraduate classes in MT week 7 Solutions 5
- Assignment 6 for undergraduate classes in MT week 8 Solutions 6
Calculators
See advice from examiners (online versions should be posted here).
Course Links
- Matthias Winkel's course page for 2009-10 Part B Actuarial Science I
- Previous exam papers can be found on OXAM.
- My course page for 2009-10 Part B Actuarial Science II
- Old lecture notes for Part B Actuarial Science II from when the course was taught by Peter Clark.
- Statistics Department
- Maths Institute
Other actuarial Links
- The UK Actuarial Profession
- The Staple Inn Actuarial Society: UK society for students and newly qualified actuaries.
- The Actuary Magazine: The magazine for the UK actuarial profession. Includes articles and job adverts. Worth a browse if you're thinking of an actuarial career.
- Wikipedia on Actuarial Science
- What is an Actuary: English, American, Wikipedia.
- The second best job in America: [1] and [2].