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 Showing results 1 to 14 of 14 Search took 0.02 seconds. Search: Posts Made By: Marid Audran
 01-15-2009, 12:22 PM Replies: 2 Views: 1,016 Posted By Marid Audran Just refreshing this post in case any Minnesotans... Just refreshing this post in case any Minnesotans have signed up since a month ago.
 01-15-2009, 12:19 PM Replies: 9 Views: 2,778 Posted By Marid Audran Can we use the fact that Black-Scholes is homogeneous of degree 1 in K and S? It looks like people were wondering about that Delta formula right around the same time a year ago :smile: The expected value discussion is very interesting and seems essential...and yet I keep...
 Forum: Financial Mathematics 01-12-2009, 04:47 PM Replies: 21 Views: 4,711 Posted By Marid Audran Addendum: in the first free online lecture at The... Addendum: in the first free online lecture at The Infinite Actuary (http://theinfiniteactuary.com/?page=exams&id=135) -- the one where they review topics such as this one that have already been gone...
 Forum: Financial Mathematics 01-11-2009, 06:46 PM Replies: 21 Views: 4,711 Posted By Marid Audran Ah, OK. I thought about this more based on what... Ah, OK. I thought about this more based on what you said. The two formulas are derived from positions that are in some sense equivalent, but different. They differ not only in the assumptions about...
 Forum: Financial Mathematics 01-11-2009, 05:31 PM Replies: 0 Views: 1,210 Posted By Marid Audran Reconciling two "prepaid forward" formulas; understanding "cost of carry" Hi everyone --- I have two questions from Chapter 5 of McDonald. The two "prepaid forward" formulas Here are the two formulas for pricing prepaid forwards with dividends (McDonald, pp. 131-32):...
 Forum: Financial Mathematics 01-11-2009, 05:16 PM Replies: 21 Views: 4,711 Posted By Marid Audran OK, I'll try the FM forum, thanks. As for... OK, I'll try the FM forum, thanks. As for comparing the prepaid forwards to the forwards: There is a very straightforward connection between discrete prepaid forward and discrete forward. Likewise...
 Forum: Financial Mathematics 01-11-2009, 05:07 PM Replies: 21 Views: 4,711 Posted By Marid Audran Actually I passed Exam FM in 2005 (after which I... Actually I passed Exam FM in 2005 (after which I took a non-actuarial job...long story). I don't recall this being on it.
 Forum: Financial Mathematics 01-11-2009, 03:36 PM Replies: 21 Views: 4,711 Posted By Marid Audran Reconciling two "prepaid forward" formulas; understanding "cost of carry" Hi everyone --- I have two questions from Chapter 5 of McDonald, which seems like a prerequisite for the MFE material. I've searched the forums and not quite found these addressed. The two...
 01-04-2009, 04:50 PM Replies: 11 Views: 45,187 Posted By Marid Audran Exercises 10.4, 10.6, 10.8: Conflicting information? These exercises provide values for \sigma, u, d. Isn't the sole purpose of \sigma in this section to calculate u and d if they are not given? And doesn't the given value of \sigma conflict with the...
 12-27-2008, 10:51 AM Replies: 18 Views: 2,402 Posted By Marid Audran I've started studying... ...but then again, my story is different from probably most of y'all's. I'm a career changer trying to break into the business. I've read and thought about Chapter 9 of McDonald and done some...
 12-19-2008, 12:14 PM Replies: 2 Views: 1,016 Posted By Marid Audran Seeking people to study with in Twin Cities area for May '09 exam PM me if interested. Thanks in advance :)
 12-03-2008, 06:48 PM Replies: 4 Views: 1,316 Posted By Marid Audran Update: I have learned that I am likely eligible... Update: I have learned that I am likely eligible for support from my state's Dislocated Workers Program, even for NEAS/TIA-type seminars. So my interest in an accredited program is not as great as it...
 12-03-2008, 02:05 PM Replies: 4 Views: 1,316 Posted By Marid Audran Thanks, this makes sense. I do know the... Thanks, this makes sense. I do know the importance of self-study (learned that the hard way passing FM/2). The structure of a course is not a must-have but a nice-to-have, and if unemployment will...
 12-03-2008, 11:17 AM Replies: 4 Views: 1,316 Posted By Marid Audran Accredited distance learning prep course? Hi all -- First time poster. I hope I get this right. Executive summary I've been reduced to part-time at my non-actuarial job. I have credit for Exams P/1 and FM/2 and am studying for MFE/3F for...
 Showing results 1 to 14 of 14

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