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ShortTerm Actuarial Math Old Exam C Forum 

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#91




September 10, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/sep1007c.pdf Sam Broverman 2brove@rogers.com 
#92




September 17, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/sep1707c.pdf Sam Broverman 2brove@rogers.com 
#93




September 24, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/sep2407c.pdf Sam Broverman 2brove@rogers.com 
#94




October 1, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/oct107c.pdf Sam Broverman 2brove@rogers.com 
#95




October 8, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/oct807c.pdf Sam Broverman 2brove@rogers.com 
#96




Octboerr 15, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/oct1507c.pdf Sam Broverman 2brove@rogers.com 
#97




October 22, 2007 Exam C Question
You can find the question at:
http://www.sambroverman.com/cqw/oct2207c.pdf Sam Broverman 2brove@rogers.com 
#98




Quote:
S=(S)e^(alphadelta.5 sigma^2)T+(sigma) (root T) (Z) equation. How come we wouldn't use the alpha calculated from the expected value? Also, please confirm that this was an example of the application of equation 18.22 on p597 of the McDonald book. (ie, So if this would have said the expected median price at t=1, then we wouls have used the next equation down on that page? Thanks for your help. 
#99




Quote:
Thanks 
#100




GoBolts,
The idea behind the may 7/07 question was the same as that behind #19 on the May Exam C. It uses the model in Equation 18.20 on page 596 of McDonald, and the expected stock price after one year is S0 e^alpha . SB 
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