8V -- Chapters from Panjer and Hull

[Axsuetarian]

What chapters of the Financial Economics and Hull books are on the 8V syllabus?

Thanks,

[glenn]

The Fall 2001 catalogue is still on the SOA website, this is a cut and paste from there:


Texts
· # Advanced Interest Rates and Currency Swaps: State-of-the-Art Products, Strategies & Risk Management Applications, 1994, by Dattatreya, R., and Hotta, K., Chapters 6, 13, and 15.
· Financial Economics, 1998, by Panjer, H., Chapters 7 and 9.
· # Handbook of Mortgage Backed Securities, (Fourth Edition), 1995, by Fabozzi, F.J., Chapters 8–9, 18–19, and 30. (Out of print.) [Available as Study Note 8V-119-00.]
· † Investment Management for Insurers, 1999, Babbel, D., and Fabozzi, F.J., Chapters 1, 4, 10–11, 17,19, 25–26.
· # Options, Futures, and Other Derivatives, (Fourth Edition), 2000, by Hull, J.C., Chapters 7–11, 13–18,19 (19.1–19.5 only), 20 (exclude 20.7), and 23.
· † The Fair Value of Insurance Business, 2000, Vanderhoof, I.T., and Altman, E.I., Chapters 1 and 4.
· † The New Corporate Finance: Where Theory Meets Practice, (Third Edition), 2001, by Chew, D., Jr.,Articles I.3, V. 28, V. 30, and V. 32.
Candidates may also use:
· The New Corporate Finance: Where Theory Meets Practice, (Second Edition), 1999, by Chew, D., Jr.,Articles I.5, V. 36–37, and V. 42.