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Search: Posts Made By: Valkyrie
Forum: Software & Technology 06-30-2008, 06:31 PM
Replies: 70
Views: 6,386
Posted By Valkyrie
Hubby finished the game on Sat. I loved the story...

Hubby finished the game on Sat. I loved the story twist!!!
I need help though. I really like Rosemary's hair. I want to do the same with mine but I can't find any pictures online to show to my hair...
Forum: Non-Actuarial Personal Finance/Investing 05-14-2008, 04:25 PM
Replies: 9
Views: 1,867
Posted By Valkyrie
My calculation was very conservative. I ignored...

My calculation was very conservative. I ignored dividends and assumed cap gains are paid at the end of the 25 yr period.
I am looking at 6% education inflation on a private college including room...
Forum: Non-Actuarial Personal Finance/Investing 05-13-2008, 02:54 PM
Replies: 9
Views: 1,867
Posted By Valkyrie
You are right BullDog. The 10% penalty only...

You are right BullDog. The 10% penalty only applies to earnings, however if the child receives a scholarship or is disabled you are not subject to that penalty.

Here's what I got

6k annual...
Forum: Non-Actuarial Personal Finance/Investing 05-13-2008, 09:21 AM
Replies: 9
Views: 1,867
Posted By Valkyrie
Thanks Soulard, I don't have a 401k but we are...

Thanks Soulard,
I don't have a 401k but we are maxing out my husband's. We are also both maxing out our Roth IRA's. Granted we don't own a home and will need money for that some day.

By the way,...
Forum: Investment / Financial Markets 05-12-2008, 12:22 PM
Replies: 8
Views: 1,182
Posted By Valkyrie
I think it depends on whether you are given the...

I think it depends on whether you are given the actual or adjusted volatility.
Forum: Investment / Financial Markets 05-12-2008, 12:19 PM
Replies: 14
Views: 1,513
Posted By Valkyrie
:) the "+" subscript

:) the "+" subscript
Forum: Non-Actuarial Personal Finance/Investing 05-12-2008, 11:35 AM
Replies: 9
Views: 1,867
Posted By Valkyrie
:oops: Thank you The age 30 requirement...

:oops: Thank you

The age 30 requirement applies only to Coverdell Education Savings Accounts. There are no age requirements for 529s. Also, I think there are tax consequesnces if you skip a...
Forum: Non-Actuarial Personal Finance/Investing 05-11-2008, 03:38 PM
Replies: 9
Views: 1,867
Posted By Valkyrie
529 Plans

I have been thinking about the advantages of 529 plans.

I believe in education and plan to pay for my kids college the way my parents paid for mine. I don't have any kids at the moment but am...
Forum: Investment / Financial Markets 05-11-2008, 03:26 PM
Replies: 3
Views: 1,069
Posted By Valkyrie
http://www.actuarialoutpost.com/actuarial_discussi...

http://www.actuarialoutpost.com/actuarial_discussion_forum/showthread.php?t=137918
Forum: Investment / Financial Markets 05-11-2008, 03:15 PM
Replies: 5
Views: 926
Posted By Valkyrie
The strike on the ConP must be a typo because 1.5...

The strike on the ConP must be a typo because 1.5 - 120(1 - exp(-.04*2/12)) = .702661
Forum: Investment / Financial Markets 05-11-2008, 02:51 PM
Replies: 7
Views: 1,165
Posted By Valkyrie
Wow, I haven't seen it done this way. I love the...

Wow, I haven't seen it done this way. I love the simplicity. Thank you for sharing
Forum: Investment / Financial Markets 05-10-2008, 02:49 PM
Replies: 21
Views: 2,073
Posted By Valkyrie
Check out the derivation on SOA sample #14

Check out the derivation on SOA sample #14
Forum: Investment / Financial Markets 05-09-2008, 04:48 PM
Replies: 7
Views: 1,165
Posted By Valkyrie
I agree, here's what I did C1 = C0 +...

I agree, here's what I did

C1 = C0 + delta*epsilon + .5*gamma*epsilon^2 + h*theta

OP = C0 - C1 + delta*epsilon/2 - rh[delta*S/2 - C0]

putting these together

OP = - delta*epsilon -...
Forum: Investment / Financial Markets 05-09-2008, 04:22 PM
Replies: 19
Views: 1,829
Posted By Valkyrie
I soooo hear you

I soooo hear you
Forum: Investment / Financial Markets 05-09-2008, 04:21 PM
Replies: 113
Views: 273,666
Posted By Valkyrie
You can use it either way. If you choose to...

You can use it either way.

If you choose to use ln(S/K) you need to add (r - delta + .5*sigma^2)*t

if you use colby's way you just add (.5*sigma^2)*t

It's the same thing. Somtimes one...
Forum: Investment / Financial Markets 05-09-2008, 04:13 PM
Replies: 8
Views: 990
Posted By Valkyrie
This is what I get but I use a different method. ...

This is what I get but I use a different method.

At the money means S = K = 40

# shares = (10000/K)*exp(-div*t) = 248.753120
Forum: Investment / Financial Markets 05-09-2008, 12:55 PM
Replies: 7
Views: 846
Posted By Valkyrie
S1 is geometric becuase of the S1's on the right...

S1 is geometric becuase of the S1's on the right side of the equation, I suppose we assume the same for S2.
Forum: Investment / Financial Markets 05-09-2008, 12:50 PM
Replies: 7
Views: 846
Posted By Valkyrie
(alpha - r)/sigma for the 2 stocks are the same ...

(alpha - r)/sigma for the 2 stocks are the same
so
(.12-.04)/.2 = (.16-.04)/sigma
sigma = .3
mean = (alpha - .5*sigma^2)*T = 1.15
st dev = .3*sqrt(10)
Forum: Investment / Financial Markets 05-09-2008, 12:44 PM
Replies: 7
Views: 846
Posted By Valkyrie
:)

:)
Forum: Investment / Financial Markets 05-08-2008, 11:11 AM
Replies: 9
Views: 933
Posted By Valkyrie
This is what I did: one year bond price =...

This is what I did:

one year bond price = 1/1.06 = .943396
1/1.07 = .934579

d1 = [ln(.943396/.934579) + .5*.04^2]/.04 = .254749
d2 = .214749
N(-d1) = .4013
N(-d2) = .4168
Forum: Investment / Financial Markets 05-08-2008, 11:02 AM
Replies: 5
Views: 1,107
Posted By Valkyrie
delta call <> - delta put I think you could use...

delta call <> - delta put
I think you could use your equation as long as you use the put delta and B.
I personally don't see where this might be useful.
Forum: Investment / Financial Markets 05-08-2008, 10:33 AM
Replies: 9
Views: 933
Posted By Valkyrie
Could someone post the solution, please. I get...

Could someone post the solution, please. I get 11,050.96.
Forum: Investment / Financial Markets 05-07-2008, 04:44 PM
Replies: 113
Views: 273,666
Posted By Valkyrie
I think I found 2 errors. 1. p7 the u and d...

I think I found 2 errors.

1. p7 the u and d formulae are missing an h

2. p12 I don't believe that d(lnX(t)) = dX(t)/X(t). I'm still not sure why this is incorrect but looking at the solution to...
Forum: Investment / Financial Markets 05-07-2008, 04:14 PM
Replies: 28
Views: 3,034
Posted By Valkyrie
Sorry, I deleted the question because I think I...

Sorry, I deleted the question because I think I figured it out.

You don't need to derive it as long as you know that mu = (A- .5*B^2) and signa = B = .085. These are the mean and st dev of a...
Forum: Investment / Financial Markets 05-07-2008, 03:10 PM
Replies: 3
Views: 851
Posted By Valkyrie
Oh, I see. I got the 2 confused. Thank you.

Oh, I see. I got the 2 confused. Thank you.
Showing results 1 to 25 of 63

 

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