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hw0799
04-01-2007, 12:20 AM
Goldfarb has some solution for question from 2003 ~ 2005. but the solution is not updated to include new material added in the syllubas.

Jam dose not give any information for 2005/2006.

Anybody have any suggestion about how to work around this problem? Or either Goldfarb or Jam will update their manual? Thanks. :rimshot:

campbell
04-01-2007, 05:52 AM
Well, you could ask those of us who took (and passed) 8V. Which is probably me, because everybody else is doing PD. ;)

campbell
04-01-2007, 02:03 PM
Good point. That said, there can still be questions that are relevant, though the expected answers would be different (and remember that the range of acceptable answers might be pretty wide). Or one can alter the question a little bit to make it relevant to the current syllabus.

For example, for 9a, you've basically got an option (or a few options and guarantees) there, and you can consider the chapter (16) from Tillman about looking at various insurance products with respect to options. And of course, there are plenty of readings with regards to hedging various types of options. Of course, there's no set list you could spit out, but at this level, I'm not expecting set lists are going to get me too far.

(For 2004Q1a, I'm having a hard time finding something from the current course of reading that would apply.)