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  #51  
Old 10-28-2009, 10:31 PM
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I forgot to let you guys know, but the web edition of my notes can be found here.
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How to explain actuarial exams to someone else...

Good Einstein quote - "One had to cram all this stuff into one's mind for the examinations, whether one liked it or not. This coercion had such a deterring effect on me that, after I had passed the final examination, I found the consideration of any scientific problems distasteful to me for an entire year."

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  #52  
Old 10-30-2009, 11:39 AM
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Default MFE study notes

Here is the PDF version of my MFE notes.
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  #53  
Old 04-19-2010, 07:09 PM
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Here is an updated and much improved version of my MFE study guide. I welcome any and all feedback. Good luck May 12!
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  #54  
Old 04-26-2010, 12:49 AM
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My attempt at notes and TeXing them. These are not meant to be studied from but just some things that I felt I needed to make sure I know i.e. it doesn't look an expression for put-call parity.

These mostly came from ASM (6th edition) and Actuarial Brew seminar so all mistakes are mine not Abe's or Joe's. Feedback is welcome
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  #55  
Old 04-26-2010, 11:17 PM
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Quote:
Originally Posted by Actuarialsuck View Post
My attempt at notes and TeXing them. These are not meant to be studied from but just some things that I felt I needed to make sure I know i.e. it doesn't look an expression for put-call parity.

These mostly came from ASM (6th edition) and Actuarial Brew seminar so all mistakes are mine not Abe's or Joe's. Feedback is welcome
Updated thanks to the comments from blackdog29 and Veckatimest.
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File Type: pdf MFE Notes - 4.26.2010.pdf (229.3 KB, 1798 views)
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  #56  
Old 05-08-2010, 08:03 PM
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Fixed the problem with All-or-nothing options thanks to mini.

Correction:



and

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  #57  
Old 05-09-2010, 01:41 AM
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i cant believe u guys have the patience to make these study notes, god bless you for making these.
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  #58  
Old 05-09-2010, 03:52 PM
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I have a question on Actuarialsuck's notes's page 4

If tree is based on forward prices: P* (1/(1+e^sigmasqrt h))
What is he talking about? Isn't forward contract = future contract?
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  #59  
Old 05-09-2010, 04:12 PM
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These guides are great--thanks for posting them!
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  #60  
Old 05-09-2010, 08:09 PM
Actuarialsuck Actuarialsuck is offline
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Quote:
Originally Posted by kyotousa View Post
I have a question on Actuarialsuck's notes's page 4

If tree is based on forward prices: P* (1/(1+e^sigmasqrt h))
What is he talking about? Isn't forward contract = future contract?
Basically in some questions it will say something to the effect that the binomial model/tree is based on forward prices, then you can use that formula.

It works (you can check) if we have



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