

FlashChat  Actuarial Discussion  Preliminary Exams  CAS/SOA Exams  Cyberchat  Around the World  Suggestions 
DW Simpson Global Actuarial & Analytcs Recruitment 

Thread Tools  Search this Thread  Display Modes 
#91




Quote:

#93




Quote:
Quote:

#96




Quote:
Out of all of the questions, the tenperiod binomial tree problem I got was the only one that had me livid. It was for a European option at least so I could directly use the binomial distribution, but calculating 11 prices, their payoffs, and then the probability (with no mistakes) without a graphing calculator or spreadsheet is absurd. The SOA could have easily tested the same concept(s) with fewer periods instead of intentionally giving people a problem that long. 
#97




Quote:

#98




Quote:

#99




I also had the Brownian motion volatility, so also just assumed that it was normal volatility. I marked it, and replied in survey at the end that I thought it was not on the syllabus.
__________________
Prelims: FAP: Predictive Analytics 
#100




Quote:

Thread Tools  Search this Thread 
Display Modes  

