ASM 6th Edition, PE 3, qs 11 - Actuarial Outpost

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ASM 6th Edition, PE 3, qs 11

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01-25-2012, 06:29 AM

cygnewhite cygnewhite is offline

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ASM 6th Edition, PE 3, qs 11

It's a BDT tree, the question says that the "probability of an upward movement is 0.6" but in the answer key it uses 0.5 to calculate P(0,2) and P(0,3)

Is it me or is it the manual's error?

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