DATA BACHELOR DEGREE PROGRAM DEPARTEMENT OF …

BACHELOR DEGREE PROGRAMDEPARTEMENT OF STATISTICS

FACULTY OF SCIENCE ANDDATA BACHELOR DEGREE PROGRAM

DEPARTEMENT OF STATISTICS

FACULTY OF SCIENCE AND DATA

MODULE HANDBOOK FINANCIALMATHEMATICS

DEPARTMENT OF STATISTICSINSTITUT TEKNOLOGI SEPULUH NOPEMBER

ProsesProcess

Penanggung JawabPerson in Charge Tanggal

Date

NamaName

JabatanPosition

Tandatangan

Signature

Perumus

Preparation

Dr. Ir. Setiawan,M.S

Dosen

Lecturer

March

28, 2019

PemeriksadanPengendalian ReviewandControl

Imam Safawi. ADr. BustanulArifin, M.Sc

TimkurikulumCurriculumteam

April 15,

2019

Persetujuan

Approval

Dr. Ir. Setiawan,M.S

Koordinator RMKCourse ClusterCoordinator

July 17,

2019

Penetapan

Determination

Dr. Dra.KartikaFithriasari,M.Si

KepalaDepartemenHead ofDepartment

July 30,

2019

Module name Financial Mathematics

Module level Undergraduate

Code KS184537

Course (if

applicable)

Financial Mathematics

Semester Fifth Semester (Ganjil)

Personresponsible forthe module

Dr. Ir. Setiawan, M.S

Lecturer Imam Safawi. ADr. Bustanul Arifin, M.Sc

Language Bahasa Indonesia and English

Relation to

curriculum

Undergraduate degree program, elective, 5th semester.

Type of teaching,contact hours

Lectures, <50 students

Workload 1. Lectures : 3 x 50 = 150 minutes per week.2. Exercises and Assignments : 3 x 60 = 180 minutes (3 hours)

per week.3. Private learning : 3 x 60 = 180 minutes (3 hours) per week.

Credit points 3 credit points (sks)

Requirementsaccording to the

examination

regulations

A student must have attended at least 80% of the lectures to sitin the exams.

Mandatoryprerequisites

Introduction to Statistical Method

Learning outcomesand theircorresponding toPLOs

CLO.1 Able to explain the concept of FinancialMathematicsCLO.2. Able to formulate procedural problemsolving

PLO.1

CCLO.3 Able to analyze data by applying theStatistical method in Financial MathematicsCLO.4. Able to identify, formulate, and solvestatistical problems in the field of FinancialMathematicsCLO.5 Able to use computational techniques andmodern computer equipment needed to solvefinancial math problemsCLO.6. Have knowledge of current and upcomingissues related to the field of Financial Mathematics

PLO.3

CLO.7 Able to communicate effectively and worktogether in interdisciplinary and multidisciplinaryteamsCLO.8 Have professional responsibilities and ethicsCLO.9 Able to motivate yourself to think creativelyand learn throughout life

PLO.4

Content Financial mathematics is one of the courses in the field ofEconomics, Finance and Actuarial Statistics. FinancialMathematics study field to understand the concept ofcompensation related to financial lending / investment and itsapplication. The purpose of studying financial mathematics is tobe able to understand and apply / take into account varioustypes of interest rates, present value, future value, basicannuities and general annuities (more general annuities),amortization and the amortization schedule and sinking fundmethod, bonds and yield rates. To achieve this goal, the learningmethod used is interactive lecture discussions and questionexercises. As a subject that can be equated by the IndonesianActuarial Association (PAI), the practice questions are derivedfrom PAI exam questions and Society of Actuaries (SOA)questions so that students can sharpen their understanding andare trained to face cases of applying the concepts they havelearned .

Study and

examination

requirements and

forms of

examination

● In-class exercises

● Mid-term examination

● Final examination

Media employed LCD, whiteboard, websites (myITS Classroom), zoom.

Reading list 1. Kellison, S.G. 2008. The Theory of Interest. 3th edition.Mcgraw Hill.

2. Lyun, Y. 2002. Financial Engineering and Computation,Principles, Mathematics, Algorithms. Cambridengane.

ANALYTICS INSTITUT TEKNOLOGI SEPULUH

NOPEMBE

RENCANA PEMBELAJARAN SEMESTER (RPS)SEMESTER LEARNING PLAN

Program Studi Sarjana, Departemen Statistika, FSAD-ITS

Mata Kuliah Matematika Keuangan

Kode Mata

KuliahKS184537

Semester/SKS V/3

MK Prasyarat Pengantar Metode Statistika

RP-S1 Dosen Pengampu Imam Safawi. A ; Dr. Bustanul Arifin, M.Sc

Bahan KajianStudy Materials

Dasar Sains, Teori Statistika, Pengumpulan Data, Deskripsi dan Eksplorasi, Komputasi dan Data Processing, Pemodelan,Industri dan BisnisStatistics Theory, Collecting Data, Description and Exploration, Computation and Data Processing, Modeling, Industrial andBusiness

CPL yang dibebankan MKPLO

CPL-1 Mampu menerapkan pengetahuan teori statistika, matematika, dan komputasiCPL-3 Mampu menganalisis data dengan metode statistika yang tepat dan mengintepretasikannyaCPL-4 Mampu mengindentifikasi,memformulasi, dan menyelesaikan masalah statistika di berbagai bidang terapan

PLO.1 Able to apply knowledge of statistical theory, mathematics, and computation

PLO.3 Able to analyze data with appropriate statistical methods and interpret them

PLO.4 Able to identify, formulate, and solve statistical problems in various applied fields



Kode Mata

KuliahKS184537

Semester/SKS V/3



CP-MKCLO

CPMK.1 Mampu menjelaskan konsep Matematika KeuanganCPMK.2 Mampu memformulasikan penyelesaian masalah proseduralCPMK.3 Mampu menganalisis data dengan mengaplikasikan metode Statistika dalam Matematika KeuanganCPMK.4 Mampu mengindentifikasi,memformulasi, dan menyelesaikan masalah statistika di bidang Matematika

KeuanganCPMK.5 Mampu menggunakan teknik komputasi dan perangkat komputer modern yang diperlukan untuk

menyelesaikan permasalahan matematika keuanganCPMK.6 Memiliki pengetahuan tentang isu terkini dan mendatang yang berkaitan dengan bidang Matematika

KeuanganCPMK.7 Mampu berkomunikasi secara efektif dan bekerjasama dalam tim yang interdisiplin dan multidisiplinCPMK.8 Memiliki tanggung jawab dan etika profesiCPMK.9 Mampu memotivasi diri untuk berpikir kreatif dan belajar sepanjang hayat

CLO.1 Able to explain the concept of Financial MathematicsCLO.2. Able to formulate procedural problem solvingCLO.3 Able to analyze data by applying the Statistical method in Financial MathematicsCLO.4. Able to identify, formulate, and solve statistical problems in the field of Financial MathematicsCLO.5 Able to use computational techniques and modern computer equipment needed to solve financial mathproblemsCLO.6. Have knowledge of current and upcoming issues related to the field of Financial MathematicsCLO.7 Able to communicate effectively and work together in interdisciplinary and multidisciplinary teamsCLO.8 Have professional responsibilities and ethicsCLO.9 Able to motivate yourself to think creatively and learn throughout life



Kode Mata

KuliahKS184537

Semester/SKS V/3



PertemuanMeeting

Kemampuan AkhirSub CP-MKFinal Ability

Keluasan (materipembelajaran)

Extent (learningmaterial)

MetodePembelajaran

Learningmethods

EstimasiWaktu

Duration

BentukEvaluasi

EvaluationType

Kriteria dan Indikator PenilaianAssessment Criteria and

Indicators

BobotPenilaianScoring

1 1.Mampu menjelaskanpengertian, jenistingkat suku bungadan perhitungannya

1. Able to explain thedefinition, types ofinterest rates andcalculations

Tingkat Bunga● Sederhana● Majemuk● Nilai mendatan● nilai sekarang

Interest Rate• Simple• Compound• Future value,• present value

1.CeramahInteraktifDiskusi(CID)

2.Latihan Soal(LS)

1. InteractiveLectureDiscussion(CID)

2. Exercise(LS)

150menit

150minutes

TesObservasiAktifitas(TOA) dikelas

ActivityObservation Test(TOA) inclass

1. Mampu menjelaskanpengertian suku bunga, tingkatsuku bunga

2. Mampumemperhitungkan jenis tingkatbunga, nilai tunai, percepatanpembungaan, diskonto dantingkat bunga tidak aktif

1. Able to explain the definition ofinterest rates, interest rates

2. Able to calculate the type ofinterest rate, cash value,acceleration of interest,discount and inactive interestrate

15%/15%



Kode Mata

KuliahKS184537

Semester/SKS V/3



2-3 2.Mampu menerapkanpersoalan TingkatBunga

2. Able to apply InterestRate issues

Penerapan TingkatBunga

Application of InterestRates


2.Latihan Soal(LS)


2. Exercise(LS)

300menit

300minutes

TesObservasiAktifitas(TOA) dikelasTugas 1

ActivityObservation Test(TOA) inclassAssignment 1

1. Mampu menjelaskan danmemperhitungkan persamaannilai.

2. Mampumemperhitungksnpermasalahan jangka waktu dantingkat bunga tak diketahui

3. Mampumemperhitungkan periodewaktu tingkat bunga

1. Able to explain and calculateequality of values.

2. Able to calculate the problem ofunknown time period andinterest rate

3. Able to calculate the interestrate time period

15%/30%



Kode Mata

KuliahKS184537

Semester/SKS V/3



4-5 3.Dapat menjelaskanAnuitas Tertentu

3. Can describe aSpecific Annuity

AnuitasTertentuAnuitas awal (annuitydue)Anuitas akhir (annuityimmediate)Nilai awal (presentvalue)Nilai mendatang(future value)

Annuity SpecificAnnuity dueAnnuity immediateThe initial value(present value)Future value


2.Latihan Soal(LS)


2. Exercise(LS)

300menit

300minutes



1. Dapat menjelaskan danmemperhitungkan anuitas awaldan akhir, anuitas sembarangwaktu

2. Mampumemperhitungkan rangkaianpembayaran abadi, waktu tidakdiketahui, tingkat bunga tidakdiketahui dan tidak tetap

1. Can describe and calculatebeginning and endingannuities, annuities at any time

2. Be able to take into account theseries of perpetual payments,unknown time, unknown andvariable interest rate

15%/45

%



Kode Mata

KuliahKS184537

Semester/SKS V/3



6-7 4.MampumenyekesaikanpermasalahanAnuitas Umum

4. Able to solve GeneralAnnuity problems

Anuitas Umum

General Annuity


2.Latihan Soal(LS)


2. Exercise(LS)

300menit

300minutes

TesObservasiAktifitas(TOA) dikelasKuis 1

ActivityObservation Test(TOA) inclassQuiz 1

1. Dapat menjelaskanpengertian anuitas umum

2. Dapat memperhitungkanperiode pembayaran sama dantidak sama

3. Mampumemperhitungkanpermasalahan Anuitas kontinu,naik turun dan umum tidakkonstan

1. Can explain the definition of ageneral annuity

2. Can take into account the sameand unequal payment periods

3. Be able to take into accountcontinuous, fluctuating andgeneral annuity problems

15%/60%

8 ETS



Kode Mata

KuliahKS184537

Semester/SKS V/3



9-10

5.Dapat menjelaskandan menerapkanAmortisasi danCadangan PelunasanHutang

5. Can explain andapply Amortization andReserve for Settlementof Accounts Payable

Amortisasi dan MetodeCadangan PelunasanHutang

Amortization andReserve Methods forSettlement of AccountsPayable


2.Latihan Soal(LS)


2. Exercise(LS)

300menit

300minutes



1.Mampu menjelaskan persoalanamortisasi

2.Mampu memperhitungkanmetode cadangan pelunasanhutang

1. Able to explain amortizationproblems

2. Able to calculate the reservemethod of debt settlement

15%/75%



Kode Mata

KuliahKS184537

Semester/SKS V/3



11-13

6.Dapat menjelaskanpengertian danmenerapkanperhitungan Obligasi

6. Can explain thedefinition and applythe calculation of bonds

Obligasi

bonds


2.Latihan Soal(LS)


2. Exercise(LS)

450menit

450minutes



1.Dapat menjelaskan danmemperhitungkan padaberbagai harga dan tingkatbunga obligasi

2.Dapat memperhitungkan Hargaobligasi tanggal dan bulan

1. Can explain and calculate thevarious prices and interest rateson bonds

2. Can calculate the date andmonth bond prices

15%/90%



Kode Mata

KuliahKS184537

Semester/SKS V/3



14-15

7.Dapat menerapkandan menganalisatingkat pengembalianModal

7. Can apply andanalyze the rate ofreturn on capital

Tingkat PengembalianModal

Rate of Return on Capital


2.Latihan Soal(LS)


2. Exercise(LS)

300menit

300minutes

TesObservasiAktifitas(TOA) dikelasKuis 2

ActivityObservation Test(TOA) inclassQuiz 2

1.Dapat menganalisia kasdiskonto, TB reinvestasi

2.Dapat memperhitungkantingkat bunga penanamanmodal dan capital budgeting

1. Can analyze discounted cash,TB reinvestment

2. Can calculate the interest ratefor investment and capitalbudgeting

10%/100%

16 EAS

PUSTAKA/ REFERENCES:1. Kellison, S.G. (2008). The Theory of Interest. 5th Ed. Burr Pedge, Il Irwin.2. Lyun, Yuh-Dueh. (2002). Financial Engineering and Computation, Principles, Mathematics, Algorithms. Cambridge.

Documents

DATA BACHELOR DEGREE PROGRAM DEPARTEMENT OF …