CF1 · Matematika Keuangan
Matematika
Keuangan
Modul CF1 mencakup konsep dasar nilai waktu uang, anuitas, amortisasi pinjaman, penilaian obligasi, dan pengantar derivatif keuangan. Materi ini menjadi fondasi untuk seluruh ujian aktuaria lanjutan.
▸ Daftar Topik
1.1 Interest Rates and Discount Rates Easy → 1.2 Effective, Nominal, and Force of Interest Medium → 1.3 Cash Flow Equations and Inflation Medium → 1.4 Accumulation and Present Value Medium → 1.5 NPV, IRR, DWRR, dan TWRR — Ukuran Imbal Hasil Investasi Hard → 2.1 Annuity-Immediate and Annuity-Due Medium → 2.2 Perpetuity Medium → 2.3 Varying Annuities Hard → 2.4 Continuous Annuities Hard → 2.5 Deferred Annuities Medium → 2.6 Varying Interest Rates Hard → 3.1 Spot Rates and Forward Rates Medium → 3.2 Yield Curve Hard → 3.3 Duration (Macaulay and Modified) Hard → 3.4 Convexity Hard → 3.5 Immunization Hard → 4.1 Loan Terminology — Pokok, Bunga, Saldo, Balloon/Drop Payment Medium → 4.2 Amortization Method Calculation-Intensive → 4.3 Sinking Fund Method Medium → 5.1 Bond Pricing Medium → 5.2 Book Value, Premium and Discount Amortization Medium → 5.3 Yield Rate and Coupon Calculations Calculation-Intensive → 6.1 Options – Call and Put Medium → 6.2 Forwards and Futures Medium → 6.3 Option Strategies Calculation-Intensive → 7.1 CAPM and Factor Models Medium → 7.2 Mean-Variance Portfolio Theory Medium →
▸ Past Exams
2025 11 CF1 → 2025 08 CF1 → 2025 05 CF1 → 2024 10 CF1 → 2024 07 CF1 → 2024 04 CF1 → 2023 11 CF1 → 2023 08 CF1 → 2023 05 CF1 → 2022 12 CF1 → 2022 08 CF1 → 2022 04 CF1 → 2021 11 CF1 →
▸ Formula Kunci
Present Value (Lump Sum)
PV = FV · (1 + i)⁻ⁿ Anuitas Tetap (Immediate Annuity)
a̲n̅|i = (1 − vⁿ) / i
di mana v = 1/(1+i) Harga Obligasi
P = Fr · a̲n̅|j + C · vⁿ F = face value, r = coupon rate, C = redemption value, j = yield