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 Financial Mathematics Old FM Forum

#31
09-06-2006, 03:21 PM
 Carol Join Date: Feb 2006 Posts: 18

Quote:
 Originally Posted by krzysio It is posted at: http://www.math.ilstu.edu/krzysio/KO-FM-Exercise68.pdf Yours, Krzys' Ostaszewski
Is the M-squre included in the syllabus?
#32
09-06-2006, 04:37 PM
 MyKenk Note Contributor CAS AAA Join Date: Nov 2005 Posts: 8,597

http://en.wikipedia.org/wiki/M_squared

I hope not

Seriously though, I don't recall seeing this in ASM or the 2 textbooks... so I'm guessing it's not on the exam. That, and it is an old exam 8 question, so...

However, if, in the problem, they gave us that M^2=C-D^2, I would think that this would be an acceptable exam problem, all the components are on the syllabus.
#33
09-09-2006, 12:44 AM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
M-square

Quote:
Originally Posted by Carol
Quote:
 Originally Posted by krzysio It is posted at: http://www.math.ilstu.edu/krzysio/KO-FM-Exercise68.pdf Yours, Krzys' Ostaszewski
Is the M-squre included in the syllabus?
It is right on the edge of what can be on the syllabus. Probably not. But it is equal to convexity minus duration squared, so you could get a question about that. This is why I think it is good for you to do this exercise. I cover M-square in the manual I wrote and in the review seminar I teach.

The problem we are talking about had a calculation error. I have now posted a corrected solution.

Yours,
Krzys' Ostaszewski
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Last edited by krzysio; 09-23-2006 at 01:11 PM.. Reason: Correction
#34
09-09-2006, 12:45 AM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Exercise for September 9, 2006

It is posted at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise69.pdf

Yours,
Krzys' Ostaszewski
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Want to know how to pass actuarial exams? Go to:
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#35
09-14-2006, 09:35 PM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Exercise for September 16, 2006

It is posted at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise70.pdf

Yours,
Krzys' Ostaszewski
__________________
Want to know how to pass actuarial exams? Go to:
http://smartURL.it/pass
#36
09-23-2006, 01:09 PM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Exercise for September 23, 2006

It is posted at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise71.pdf

Yours,
Krzys' Ostaszewski

P.S. Illinois State University (ISU) exam FM review seminar starts in exactly two weeks. It is a two day seminar, held on campus of ISU. More information at: www.math.ilstu.edu/actuary/prepcourses.html.
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#37
09-29-2006, 09:11 PM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Exercise for September 30, 2006

It is posted at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise72.pdf

Yours,
Krzys' Ostaszewski

P.S. Illinois State University (ISU) exam FM review seminar starts in exactly one week. It is a two day seminar, held on campus of ISU. More information at: www.math.ilstu.edu/actuary/prepcourses.html.
__________________
Want to know how to pass actuarial exams? Go to:
http://smartURL.it/pass
#38
10-06-2006, 09:56 PM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Exercise for October 7, 2006

It is posted at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise73.pdf

Yours,
Krzys' Ostaszewski
__________________
Want to know how to pass actuarial exams? Go to:
http://smartURL.it/pass
#39
10-10-2006, 09:47 PM
 krzysio Member SOA AAA Join Date: Mar 2005 Location: Bloomington, Illinois Favorite beer: Tyskie Posts: 1,321
Corrections

I needed to correct some things in Exercises 57, 60 and 63. Please find the corrected versions at:
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise57.pdf
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise60.pdf
http://www.math.ilstu.edu/krzysio/KO-FM-Exercise63.pdf

Yours,
Krzys' Ostaszewski
__________________
Want to know how to pass actuarial exams? Go to:
http://smartURL.it/pass
#40
10-10-2006, 09:54 PM
 yesactuary Member SOA Join Date: Nov 2005 Posts: 426

Thanks, Krzys'!