Actuarial Outpost
 
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Financial Mathematics
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions


Financial Mathematics Old FM Forum

Reply
 
Thread Tools Search this Thread Display Modes
  #21  
Old 11-14-2006, 03:07 PM
no driver's Avatar
no driver no driver is offline
Note Contributor
SOA
 
Join Date: Jan 2006
Studying for nothing!
Posts: 2,352
Default

Quote:
Originally Posted by no driver View Post
Quote:
Originally Posted by no driver View Post

I had originally planned to put it up as a PDF file but the mimetex .gifs looked like crap. Unfortunately they don't look that great printed out from my post either but I guess it's better than nothing. I'll play around with a LaTeX distribution and see if I can get a decent looking document created...
You can now find a PDF that prints well at the bottom of my original post:
http://www.actuarialoutpost.com/actu...80&postcount=4

Unless someone shows me how to make a proper annuity symbol angle in LaTeX or points out a serious error this will probably be the last revision. Enjoy!
One more update, cleaned up the appearance (annuity angles should print nicely, though some of them look a little funny on my screen), increased spacing between the lines for a little easier legibility in the formulas, and a couple of other cosmetic changes. The revised version (2.01) is at the bottom of my initial post.
Reply With Quote
  #22  
Old 11-21-2006, 11:52 AM
MyKenk's Avatar
MyKenk MyKenk is offline
Note Contributor
CAS AAA
 
Join Date: Nov 2005
Location: twitter.com/mykenk
College: Drake '06
Posts: 8,595
Default

Here are some possibly helpful threads for you:

Theory Question discussion, with some samples:
http://www.actuarialoutpost.com/actu...ad.php?t=91669

Both Kellisons and Brovermans discussion of investment mechanisms:
http://www.actuarialoutpost.com/actu...ad.php?t=95221

Some Challenging practice questions (with some solutions):
http://www.actuarialoutpost.com/actu...ad.php?t=94372

Historical Data on Course 2 Pass Marks:
http://www.actuarialoutpost.com/actu...ad.php?t=93987

Ebony's OOOH WEEEE! Practice Exam Thread:
http://www.actuarialoutpost.com/actu...ad.php?t=93851

My notes on Kellison's Chapter 9 (Immunization, Convexity, Duration):
http://www.actuarialoutpost.com/actu...ad.php?t=93812

Some basic Duration formulas you may want to memorize:
http://www.actuarialoutpost.com/actu...ad.php?t=93723

Good Luck, FMers!
Reply With Quote
  #23  
Old 11-21-2006, 03:16 PM
GuineaPig's Avatar
GuineaPig GuineaPig is offline
Member
 
Join Date: Sep 2006
Studying for ever
Posts: 20,043
Default

thanks mykenk you just made my AO rummaging that much easier
__________________

Quote:
Originally Posted by Guerilla poster View Post
Rickson is right
Reply With Quote
  #24  
Old 01-01-2007, 07:54 PM
tbug's Avatar
tbug tbug is offline
Note Contributor
SOA
 
Join Date: Jul 2006
Studying for G&H Core
Favorite beer: Yuengling
Posts: 10,826
Default

Here are my summary notecards for the eight covered chapters of Broverman's Mathematics of Investment and Credit from the 2006 syllabus for Exam 2/FM. I hope someone finds this helpful!

~tory
Attached Images
File Type: pdf 1 2 Broverman.pdf (77.2 KB, 5343 views)
File Type: pdf 3 4 Broverman.pdf (97.9 KB, 2899 views)
File Type: pdf 5 6 Broverman.pdf (83.3 KB, 2595 views)
File Type: pdf 7 8 Broverman.pdf (119.2 KB, 2936 views)
Reply With Quote
  #25  
Old 01-14-2007, 12:47 PM
howzzat's Avatar
howzzat howzzat is offline
Member
CAS SOA
 
Join Date: May 2006
Favorite beer: Franziskaner hefe-weisse
Posts: 47
Default

I have all my written notes (prepared from Kellison's The Theory of Interest, now outdated) scanned into neat little PDF(s). I want to post them, but i was curious if i am violating any copyright laws since the notes follow the text quite closely and i have reproduced about half of his example problems in my notes. Any suggestions?

P.S. If i recall correctly, reprocessing/reproducing about a fifth of a copyright text without the intention of financial profit is permitted. But is its distribution then illegal? Heck, is posting the notes here a form of distribution?
Reply With Quote
  #26  
Old 01-14-2007, 12:50 PM
MyKenk's Avatar
MyKenk MyKenk is offline
Note Contributor
CAS AAA
 
Join Date: Nov 2005
Location: twitter.com/mykenk
College: Drake '06
Posts: 8,595
Default

Quote:
Originally Posted by howzzat View Post
I have all my written notes (prepared from Kellison's The Theory of Interest, now outdated) scanned into neat little PDF(s). I want to post them, but i was curious if i am violating any copyright laws since the notes follow the text quite closely and i have reproduced about half of his example problems in my notes. Any suggestions?

P.S. If i recall correctly, reprocessing/reproducing about a fifth of a copyright text without the intention of financial profit is permitted. But is its distribution then illegal? Heck, is posting the notes here a form of distribution?
Well, my notes that I previously posted follow the text very closely as well. If you're uncomfortable with posting them, or are wary of possible legal problems, then don't post them, no one will hold it against you.
__________________
Reply With Quote
  #27  
Old 01-21-2007, 02:19 PM
beck beck is offline
Member
 
Join Date: Oct 2006
Posts: 349
Default

thanks... EVERYONE
Reply With Quote
  #28  
Old 05-21-2007, 01:22 AM
JavaGeek JavaGeek is offline
Member
 
Join Date: Feb 2007
Posts: 342
Default

This seems to be a great place for a short little helpful tidbit:

For Duration or Increasing annuities..., sometimes is a lot easier to calculate (with a calculator for instance) than



Note: the approximation is probably a faster way of calculating duration of a bond. Just punch in the initial values into the calculator (PMT, FV, I, N) and solve for PV with I, I+1, I-1 and then apply the above equation:


eg. 30 year 80-coupon bond @ 6% yield:



(exact = 13.89)

If you have to solve for n or i this probably wont be useful...

And if you're interested:my notes from Mathematics of Investment and Credit
Attached Files
File Type: doc Mathematics of Investment and Credit.doc (119.0 KB, 2943 views)
Reply With Quote
  #29  
Old 06-10-2008, 10:59 PM
Ely Ely is offline
 
Join Date: Jun 2008
Posts: 5
Question

Quote:
Originally Posted by OskeeChet View Post
I used these to help me see all the different spreads that might show up on the exam. It just helped me visualize and understand how the strategies were created.
I can not read the notes. Any suggestion? Thanks
Reply With Quote
  #30  
Old 06-11-2008, 12:00 AM
Sweet Lou's Avatar
Sweet Lou Sweet Lou is offline
Member
 
Join Date: Sep 2007
Posts: 606
Default

Quote:
Originally Posted by Ely View Post
I can not read the notes. Any suggestion? Thanks
Get Miscrosft 2007
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 08:31 AM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.39363 seconds with 10 queries