SOA and CAS Path180 minutes | 30 questions

Exam FM: Financial Mathematics Study Guide

Time value of money, annuities, bonds, loans, interest rate theory, and financial derivatives.

900
Practice Questions
200
Flashcards
30
Mini Exams
3
Full Simulations

Overview

Exam FM covers the mathematical foundations of financial economics that actuaries use daily. Topics include time value of money, annuities, bonds, loans, immunization, and introductory financial derivatives. Strong calculator skills and the ability to set up equations of value quickly are critical for success.

Exam Format

Duration
180 minutes (3 hours)
Questions
30 multiple-choice questions
Pathway
SOA and CAS
Format
Computer-based testing (CBT)

Topic Breakdown

Time Value of Money

10-15%

Effective and nominal rates, force of interest, present and future values, equations of value

Annuities

15-20%

Level annuities-immediate and annuities-due, deferred annuities, increasing and decreasing annuities, continuous annuities

Loans

15-20%

Amortization schedules, sinking funds, outstanding balance by prospective and retrospective methods

Bonds

15-20%

Bond pricing, premium and discount, callable bonds, term structure, spot and forward rates

Interest Rate Risk

10-15%

Duration (Macaulay and modified), convexity, immunization, asset-liability matching

Financial Derivatives

15-20%

Forwards, futures, options, put-call parity, binomial pricing, no-arbitrage arguments

Recommended Study Approach

  1. 1

    Master the BA-II Plus calculator, including its time-value-of-money worksheet and amortization functions.

  2. 2

    Build intuition for interest rate conversions between nominal, effective, discount, and force of interest.

  3. 3

    Practice annuity problems until you can identify the type (due, immediate, deferred, varying) within seconds.

  4. 4

    Study bond pricing by working through par, premium, and discount bond scenarios with varying coupon structures.

  5. 5

    Learn loan amortization tables and the prospective and retrospective methods for finding outstanding balances.

  6. 6

    For derivatives, focus on put-call parity, no-arbitrage pricing, and the binomial option pricing model.

More FM Resources