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  #81  
Old 05-15-2011, 01:23 PM
Occam Occam is offline
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Glad you like them! You must have an earlier version. When I was working through the SOA76, I discovered that you need to include in the market-maker profit, so I added it in ... but I forgot that you don't want C multiplied by . It should be that has a coefficient of and that only has a coefficient of . This is the typo you're thinking of, right? You must have downloaded just before I put the fix in. Thanks, though.
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  #82  
Old 05-15-2011, 05:32 PM
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Right, I must have that version. Thanks!
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  #83  
Old 10-10-2011, 03:06 PM
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Thanks for the notes Occam.
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  #84  
Old 10-26-2011, 01:11 PM
DrCalculus DrCalculus is offline
 
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Default Here are my notes

I will be modifying this notes more as I review for next months exam.
I found some typos and edited them, this is the updated version.
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File Type: pdf MFE.pdf (254.8 KB, 4685 views)

Last edited by DrCalculus; 11-21-2011 at 05:29 PM..
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  #85  
Old 10-26-2011, 02:01 PM
d123454321 d123454321 is offline
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Quote:
Originally Posted by DrCalculus View Post
I will be modifying this notes more as I review for next months exam.
These are great notes, thanks for sharing. I think the Asian option section may have a mistake though with the decrease/increase in option prices if you add more averaging periods, etc.
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  #86  
Old 10-28-2011, 01:48 PM
kota kota is offline
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Which software do you use to write your note?
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  #87  
Old 11-05-2011, 06:58 PM
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Quote:
Originally Posted by colby2152 View Post
I forgot to let you guys know, but the web edition of my notes can be found here.
Hiya colby! I'm not sure if you're still involved with MFE note making but if possible, can you re-post the 3rd or 4th ed. of your notes? (dead link)

Thanks!
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Last edited by pquach; 11-05-2011 at 07:14 PM..
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  #88  
Old 02-12-2012, 04:03 AM
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Quote:
Originally Posted by DrCalculus View Post
I will be modifying this notes more as I review for next months exam.
I found some typos and edited them, this is the updated version.
Did you compile this in TeX? If so would you share the Tex file? I have a student who wants to build a bank of notes and is just starting on LaTex?TeX.
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  #89  
Old 04-20-2012, 12:09 AM
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Yo everyone I've been reading a lot of posts and, ActuarialSuck has one of the best review notes up on page 6 of this thread.
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  #90  
Old 09-10-2012, 04:03 PM
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Thanks, dude!
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