fishfishqq

02-06-2008, 11:15 PM

Hi,

Is the Advanced Portfolio Management Formulae Sheet in the SOA study guide the same one we will be given in the exam?

Why the put-call parity formula at the bottom of page 14 looks wrong to me? I think it should be c + Ke^(-rT) = p + S0 in John Hall's book... But in the SOA Formulae sheet it is c + Ke^(-rT) = p + S0e^(-qT), and not where in the formulae sheet tells the difference between rate r vs. q. Anyone can kindly give some help here??

Is the Advanced Portfolio Management Formulae Sheet in the SOA study guide the same one we will be given in the exam?

Why the put-call parity formula at the bottom of page 14 looks wrong to me? I think it should be c + Ke^(-rT) = p + S0 in John Hall's book... But in the SOA Formulae sheet it is c + Ke^(-rT) = p + S0e^(-qT), and not where in the formulae sheet tells the difference between rate r vs. q. Anyone can kindly give some help here??