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#81
05-15-2011, 12:23 PM
 Occam Member Join Date: Apr 2011 Posts: 72

Glad you like them! You must have an earlier version. When I was working through the SOA76, I discovered that you need to include $\delta$ in the market-maker profit, so I added it in ... but I forgot that you don't want C multiplied by $\delta$. It should be that $S\Delta$ has a coefficient of $(r-\delta)$ and that $C$ only has a coefficient of $r$. This is the typo you're thinking of, right? You must have downloaded just before I put the fix in. Thanks, though.
#82
05-15-2011, 04:32 PM
 Annie Howe Member Join Date: Jan 2011 Posts: 3,804

Right, I must have that version. Thanks!
#83
10-10-2011, 02:06 PM
 undergrad01 Member CAS Join Date: May 2009 Location: PA/NJ but usually in my head Studying for MFE Favorite beer: don't care Posts: 313

Thanks for the notes Occam.
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#84
10-26-2011, 12:11 PM
 DrCalculus Join Date: May 2010 Posts: 5
Here are my notes

I will be modifying this notes more as I review for next months exam.
I found some typos and edited them, this is the updated version.
Attached Images
 MFE.pdf (254.8 KB, 2410 views)

Last edited by DrCalculus; 11-21-2011 at 04:29 PM..
#85
10-26-2011, 01:01 PM
 d123454321 Member SOA Join Date: Jan 2011 Posts: 633

Quote:
 Originally Posted by DrCalculus I will be modifying this notes more as I review for next months exam.
These are great notes, thanks for sharing. I think the Asian option section may have a mistake though with the decrease/increase in option prices if you add more averaging periods, etc.
#86
10-28-2011, 12:48 PM
 kota Member Join Date: Jan 2007 Posts: 35

Which software do you use to write your note?
#87
11-05-2011, 05:58 PM
 pquach Member CAS SOA Join Date: Oct 2009 Location: NY Favorite beer: Asahi Posts: 359

Quote:
 Originally Posted by colby2152 I forgot to let you guys know, but the web edition of my notes can be found here.
Hiya colby! I'm not sure if you're still involved with MFE note making but if possible, can you re-post the 3rd or 4th ed. of your notes? (dead link)

Thanks!
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Last edited by pquach; 11-05-2011 at 06:14 PM..
#88
02-12-2012, 03:03 AM
 Shaft Member CAS SOA AAA Join Date: Dec 2001 Posts: 1,420

Quote:
 Originally Posted by DrCalculus I will be modifying this notes more as I review for next months exam. I found some typos and edited them, this is the updated version.
Did you compile this in TeX? If so would you share the Tex file? I have a student who wants to build a bank of notes and is just starting on LaTex?TeX.
#89
04-19-2012, 11:09 PM
 XrossTrain Member Join Date: Jul 2011 Location: Vermont Studying for Life College: UConn-Alum Posts: 45

Yo everyone I've been reading a lot of posts and, ActuarialSuck has one of the best review notes up on page 6 of this thread.
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#90
09-10-2012, 03:03 PM
 baolincong Member CAS SOA Join Date: Aug 2012 Location: Philadelphia, PA Studying for MFE Posts: 31

Thanks, dude!
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