2007 APM Exam

[Jy88]

Anyone know where we can read on the Crank-Nicolson method which is in the exam for APM in 2007?
Explicit finite method?

Thanks.

[rekrap]

Anyone know where we can read on the Crank-Nicolson method which is in the exam for APM in 2007?
Explicit finite method?

Thanks.

:lol: in Hull Ch 17, it was not on syllabus :judge:

http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=109369

[TiderInsider]

IIRC, it is now.