Page 149 - buku panduan 20192020

Faculty of Science Handbook, Session 2019/2020

Assessment: Soft Skills:
Continuous Assessment: 40% CS2, CTPS2, LL1
Final Examination: 60%
References:
Medium of Instruction: 1. Richard T. Froyen. (2002). Macroeconomics: Theories
th
English and policies (7 ed.). Prentice Hall.
2. Case, Karl E. (2007). Principles of macroeconomics.
Soft Skills: Pearson Prentice Hall.
CS2, CTPS1, LL1 3. Sloman, J., Hinde, K., & Garratt, D. (2013). Economics
for business (6 ed.). Pearson.
th
References: 4. Bade, R., Parkin, M. (2014). Foundation of economics.
1. Reimers, Jane L. (2007). Financial accounting. Pearson.
Pearson Prentice Hall.
2. Hermanson, R.H., & J.D. Edwards. (1995). Financial
accounting: A business perspective (6 ed.). Irwin. SIQ2003 FINANCIAL MATHEMATICS AND
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3. Hoggett, J., & L. Edwards. (1996). Financial DERIVATIVES
accounting in Australia (3 ed.). Queensland: John
rd
Wiley and Sons. Time Value of Money: simple interest, compound interest,
4. Kirkwood, L., C. Ryan, J. Falt, & T. Stanley. (1993). present and accumulated values, nominal rate of interest,
Accounting: An Introductory Perspective (3 ed.). force of interest, equation of value.
rd
Melbourne: Longman Cheshire.
5. Meigs, W.B., & R.F. Meigs. (1995). Financial Annuities: annuity immediate, annuity due, perpetuity, m-
th
accounting (8 ed.) New York: McGraw Hill. thly annuity, continuous type annuity, deferred annuities,
varying annuities.

SIQ2001 MICROECONOMICS Instalments: Amortization, sinking funds, amortization with
continuous payments.
Fundamental principles of economics; price theory which
covers the demand model, supply model and equilibrium Bonds: Types of bonds, pricing formula, callable and serial
point; shape of demand curve and consumer behavior; bonds, other securities.
substitution effects and income; shape of supply curve and
behavior of firms; theory of production and cost of Cash flows: Discounted cash flows, internal rate of return,
production; analysis of competitive markets in the short money-weighted and time weighted rate of return.
term; monopoly and oligopoly. Term Structure of Interest Rate: Yield curves, spot and
forward rates, duration, convexity, immunization.
Assessment:
Continuous Assessment: 40% Introduction to Derivatives: Forward and futures, short and
Final Examination: 60% long positions, arbitrage, put and call options, put-call
parity, swaps, put-call parity, hedging.
Medium of Instruction:
English Assessment:
Continuous Assessment: 40%
Soft Skills: Final Examination: 60%
CS2, CTPS2, LL1
Medium of Instruction:
References: English
1. Katz, Michael L., & Rosen, Harvey S. (1999).
Microeconomics (2 ed.). McGraw Hill. Soft Skills:
nd
2. Sloman, J., Hinde, K. and Garratt, D. (2013). CS3, CTPS3
Economics for business (6 ed.). Pearson.
th
3. Begg, D. (2012). Economics for business. McGraw Hill References:
Higher Education. 1. Broverman, S. A. (2010). Mathematics of investment
th
4. Bade, R., & Parkin, M. (2014). Foundation of and credit (5 ed.). Actex Publications.
rd
economics. Pearson. 2. Kellison, G. (2008). Theory of interest (3 ed.).
McGraw-Hill.
rd
1. McDonald, R. L. (2012). Derivatives markets (3 ed.).
SIQ2002 MACROECONOMICS Prentice Hall.
2. McCutcheon, J. J., & Scott W. F.(1989). Introduction to
Macroeconomic issues and problems; fundamental the mathematics of finance. Butterworth-Heinemann.
concepts of national income; method of calculating national
income; simple Keynesian model; derivation of IS curve,
LM curve, aggregate demand curve, and aggregate supply
curve; relationship between interest rates, monetary SIQ3001 ACTUARIAL MATHEMATICS I
demand, consumption and investments; relationship
between price levels, monetary demand, aggregate Survival distributions: lifetime probability functions, force of
demand and aggregate supply in a Keynesian model. mortality, moments and variance, parametric survival
models, percentiles, recursions, fractional ages, select and
Assessment: ultimate life tables.
Continuous Assessment: 40% Life Insurances: continuous type life insurances, discrete
Final Examination: 60% type life insurances, probabilities, percentiles, recursive
formula, m-thly payments, varying insurance.
Medium of Instruction:
English Life Annuities: continuous type life annuities, discrete type
life annuities, expectation and variance, probabilities,
percentiles, recursive formulas, m-thly payments, varying
annuities.
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