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Search: Posts Made By: BartimaeusOfUruk
Forum: Modules 6-8 03-25-2019, 02:33 PM
Replies: 17
Views: 1,842
Posted By BartimaeusOfUruk
Just requested access. Put in my same username I...

Just requested access. Put in my same username I have on here! I've never used a google group before - so let me know if you don't get a request. Thanks!
Forum: Modules 6-8 03-20-2019, 04:11 PM
Replies: 17
Views: 1,842
Posted By BartimaeusOfUruk
Let me know if you want me to create one for us....

Let me know if you want me to create one for us. I don't mind doing it, but I don't want to step on any toes either!
Forum: Modules 6-8 03-19-2019, 10:02 PM
Replies: 17
Views: 1,842
Posted By BartimaeusOfUruk
I'd be down for a Google Group.

I'd be down for a Google Group.
Forum: Modules 6-8 03-13-2019, 04:46 PM
Replies: 17
Views: 1,842
Posted By BartimaeusOfUruk
Please ignore the extremely creepy smiley face....

Please ignore the extremely creepy smiley face....
Forum: Modules 6-8 03-13-2019, 04:45 PM
Replies: 17
Views: 1,842
Posted By BartimaeusOfUruk
I am starting on 29th :)

I am starting on 29th :)
Forum: Long-Term Actuarial Math 03-05-2019, 07:02 PM
Replies: 3
Views: 888
Posted By BartimaeusOfUruk
I'm unable to find the variance of a monthly...

I'm unable to find the variance of a monthly annuity given a-double dot, the second moment of a-double dot, and the interest rate. Could you elaborate on the formula you are mentioning please? Thanks...
Forum: Long-Term Actuarial Math 03-02-2019, 07:11 PM
Replies: 3
Views: 888
Posted By BartimaeusOfUruk
m-thly UDD annuities question

Under the UDD assumption we know:
-> a-double dot (m) = alpha(m)*a-double dot - beta(m)

Is there another relationship between like this one for the second moment of a monthly annuity under the...
Forum: Long-Term Actuarial Math 02-16-2019, 04:46 PM
Replies: 8
Views: 2,322
Posted By BartimaeusOfUruk
For question 9, could anyone explain to me why...

For question 9, could anyone explain to me why it's 11p60^(01) instead of 10p60^(01)? Thanks so much!!
Forum: Modules 6-8 01-25-2019, 04:15 PM
Replies: 3
Views: 786
Posted By BartimaeusOfUruk
Thank you for the help! Much appreciated.

Thank you for the help! Much appreciated.
Forum: Modules 6-8 01-24-2019, 07:20 PM
Replies: 3
Views: 786
Posted By BartimaeusOfUruk
FA - Task 1

I'm a bit confused on whether something is an economic or financial risk.

In regards to "inflation on college tuition" would anyone have an opinion on if that is considered an economic or...
Forum: Modules 6-8 01-22-2019, 11:55 PM
Replies: 2
Views: 1,152
Posted By BartimaeusOfUruk
Bump

Bump
Forum: Modules 6-8 01-14-2019, 04:37 PM
Replies: 18
Views: 2,409
Posted By BartimaeusOfUruk
I’d like to join.

I’d like to join.
Forum: Modules 1-5 05-06-2018, 08:10 AM
Replies: 4
Views: 1,536
Posted By BartimaeusOfUruk
Thank you everyone! Much appreciated :)

Thank you everyone! Much appreciated :)
Forum: Modules 1-5 05-03-2018, 08:16 AM
Replies: 4
Views: 1,536
Posted By BartimaeusOfUruk
EOM 1 Memo Date

This is probably not the smartest question, but what date did others use for the memo? Current date here in 2018 or a made up date in 2005 (the year we are supposedly in)?

Thanks much!
Forum: Investment / Financial Markets 01-11-2018, 09:58 PM
Replies: 1
Views: 1,056
Posted By BartimaeusOfUruk
By definition: y* = control variate y-bar=...

By definition:
y* = control variate
y-bar= Monte Carlo estimate for option y
x-bar= Monte Carlo estimate for option x
x = true price of option x

"The estimated variance of the variable being...
Forum: Investment / Financial Markets 01-11-2018, 09:04 PM
Replies: 4
Views: 2,075
Posted By BartimaeusOfUruk
Coaching Actuaries just released the IFM manual.

Coaching Actuaries just released the IFM manual.
Forum: Investment / Financial Markets 01-11-2018, 09:03 PM
Replies: 4
Views: 1,278
Posted By BartimaeusOfUruk
Time 0: 3 month put with strike 20 is sold ...

Time 0:
3 month put with strike 20 is sold
6 month put with strike 20.3 is bought
Net cash flow time 0 = +0.1

Time 3/12:
Borrower exercises put
Net cash flow: -20

Time 6/12:
Forum: Investment / Financial Markets 01-11-2018, 07:15 PM
Replies: 1
Views: 500
Posted By BartimaeusOfUruk
Question 2) Outright purchase: Buy stock...

Question 2)
Outright purchase:
Buy stock now: Pay S
If it grows at the risk-free rate -> stock is worth Se^r in one year
You also would be in possession of all the dividends the stock paid out...
Forum: Investment / Financial Markets 01-11-2018, 03:39 PM
Replies: 6
Views: 2,698
Posted By BartimaeusOfUruk
Accounting market interest rate lost

I tried to account for the interest the collateral would’ve earned had that money been invested instead.

Time 0: Collateral paid. I.E. lose market interest rate for period of time money was...
Forum: Investment / Financial Markets 01-11-2018, 12:31 PM
Replies: 2
Views: 780
Posted By BartimaeusOfUruk
From the chart you can see the cap will only pay...

From the chart you can see the cap will only pay at nodes ru and ruu.

At ru cap pays: (.06315-.06)/(1.06315)
At ruu cap pays: (ruu-.06)/(1+ruu)

Add in probabilities at each node
At ru:...
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