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Search: Posts Made By: Marid Audran
Forum: Investment / Financial Markets 01-15-2009, 12:22 PM
Replies: 2
Views: 947
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.
Forum: Investment / Financial Markets 01-15-2009, 12:19 PM
Replies: 9
Views: 2,608
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: 4,404
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: 4,404
Posted By Marid Audran
Thumbs up 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: 1,143
Posted By Marid Audran
Question 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: 4,404
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: 4,404
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: 4,404
Posted By Marid Audran
Question 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...
Forum: Investment / Financial Markets 01-04-2009, 04:50 PM
Replies: 11
Views: 39,747
Posted By Marid Audran
Question 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...
Forum: Investment / Financial Markets 12-27-2008, 10:51 AM
Replies: 18
Views: 2,352
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...
Forum: Investment / Financial Markets 12-19-2008, 12:14 PM
Replies: 2
Views: 947
Posted By Marid Audran
Seeking people to study with in Twin Cities area for May '09 exam

PM me if interested. Thanks in advance :)
Forum: Investment / Financial Markets 12-03-2008, 06:48 PM
Replies: 4
Views: 1,249
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...
Forum: Investment / Financial Markets 12-03-2008, 02:05 PM
Replies: 4
Views: 1,249
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...
Forum: Investment / Financial Markets 12-03-2008, 11:17 AM
Replies: 4
Views: 1,249
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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