
#51




Quote:
Oh, and the 0.18 is calculated like this: 12 months * 0.05196^2 = 12 * .0027 = sigma squared. Then SQRT (12 * .0027) = Annual volatility = 0.18. 
#53




has anyone received their graded paper (pass/fail) yet?. If so, how long did it take?
did it take the whole 7 weeks? Thanks 
#54




It seems only selfgraded and you can check it on Soa website.

#55




How is this supposed to be 5 pages at least? My Task 1 is 2.5 pages and there's no way I can write 2.5 pages for Task 2... I can hardly thing of anything to write let alone 2.5 pages.

#56




I have the same issue. How do you solve it? 
#58




I got a PV(hedging error) 3.41 for the first path and an average of 57.05 on RSLN. I might have made the same error. Can you give me a hint??
You wrote 'I got the same initial cost 67.751, but my NPV is 3.41331, anyone have the same result as mine. btw, mean of the all 50 scenarios for RSLN model is over 57, which doesn't make sense to me. I must made a mistake somewhere, anyone any give me a hint?' Last edited by JaneDoe; 10012007 at 03:39 PM.. 
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