Date of Award

5-2012

Degree Type

Report

Degree Name

Master of Science (MS)

Department

Mathematics and Statistics

Committee Chair(s)

Daniel Coster

Committee

Daniel Coster

Committee

Christopher Corcoran

Committee

Richard Cutler

Abstract

The sinking fund method is a way to repay a loan where the borrower pays the amount of interest accrued by the principal at the end of each time period and puts a certain amount in a sinking fund in order to repay the principal at the end of the loan. Usually, we assume that the interest rate on the sinking fund is the same during the entire time of the loan. In the study, we will depart from the usual assumptions and will look at different scenarios, including when changes of the interest rate on the sinking fund follows a normal distribution, a uniform distribution and ARIMA processes.

Comments

This work made publicly available electronically on June 4, 2012.

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