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 Investment / Financial Markets Old Exam MFE Forum

#51
10-28-2009, 11:31 PM
 volva yet Note Contributor Join Date: Feb 2006 Location: Nomadic Studying for GHC/DMAC College: PSU '07 Favorite beer: Oskar Blues Old Chub Scotch Ale Posts: 4,948

I forgot to let you guys know, but the web edition of my notes can be found here.
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Last edited by volva yet; 04-13-2010 at 07:23 PM..
#52
10-30-2009, 12:39 PM
 blackdog29 Member SOA Join Date: Oct 2008 Location: New England Studying for Nothing Finally! Posts: 671
MFE study notes

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 mfe.pdf (1.02 MB, 3047 views)
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#53
04-19-2010, 08:09 PM
 blackdog29 Member SOA Join Date: Oct 2008 Location: New England Studying for Nothing Finally! Posts: 671

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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 mfe.pdf (1.07 MB, 5386 views)
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#54
04-26-2010, 01:49 AM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,154

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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 MFE Notes.pdf (229.2 KB, 2870 views)
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#55
04-27-2010, 12:17 AM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,154

Quote:
 Originally Posted by Actuarialsuck 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.
Attached Images
 MFE Notes - 4.26.2010.pdf (229.3 KB, 1963 views)
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 Originally Posted by Buru Buru i'm not. i do not troll.
#56
05-08-2010, 09:03 PM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,154

Fixed the problem with All-or-nothing options thanks to mini.

Correction:

$S|S>K \, = \, S_{0}e^{-\delta T}N(d_1)$

and

$S|S
Attached Images
 MFE Notes - 5.08.2010.pdf (229.3 KB, 4331 views)
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Quote:
 Originally Posted by Buru Buru i'm not. i do not troll.
#57
05-09-2010, 02:41 AM
 yashi911 Member Join Date: Feb 2010 College: post graduate Posts: 1,514

i cant believe u guys have the patience to make these study notes, god bless you for making these.
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#58
05-09-2010, 04:52 PM
 kyotousa Member Join Date: Oct 2008 Posts: 986

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?
#59
05-09-2010, 05:12 PM
 knifoon120 Member Join Date: Feb 2010 Posts: 89

These guides are great--thanks for posting them!
#60
05-09-2010, 09:09 PM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,154

Quote:
 Originally Posted by kyotousa 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

$u \, = \, e^{(r-\delta)h + \sigma \sqrt{h}}$

$d \, = \, e^{(r-\delta)h - \sigma \sqrt{h}}$
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Quote:
 Originally Posted by Buru Buru i'm not. i do not troll.