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 Investment / Financial Markets Old Exam MFE Forum

#61
05-12-2010, 11:39 PM
 Josia Member SOA AAA Join Date: Nov 2008 Posts: 746

Bump for great notes, ActuarialSuck!
#62
05-13-2010, 01:35 AM
 JSA1987 Member Join Date: Feb 2009 Posts: 648

I used your notes as part of a last minute review at the test center, so thanks again Actuarialsuck. I do want to point out that your B-S equation includes sigma-h while I think it should be just sigma.
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#63
05-14-2010, 05:22 PM
 Nobody22 Member Join Date: Oct 2008 Posts: 767

My notes:
Basically bare-bones, intending to be a dense reference. All formulas (probably missed a few) on four pages.

Also attached is the TEX I wrote (using MiKTeX 2.8). Included for learning and encouraging more to use TEX. Open-source. Feel free to take and improve! (my first TEX document, so it is what it is )
Attached Images
 MFE_Formulas.pdf (226.1 KB, 3181 views)
Attached Files
 MFE_Formulas.txt (12.0 KB, 1315 views)
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Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there'. - xkcd.com/552
#64
10-08-2010, 12:08 AM
 Kilgz Join Date: Jan 2010 College: University of Illinois - UC Posts: 10
MFE formula Sheet

I just made this formula sheet using the ASM manual. Hope it helps.
Attached Images
 Preview of “MFE_Formula_Sheet.xls”.pdf (56.4 KB, 2567 views)
#65
11-04-2010, 08:27 AM
 spencerhs5 Member Join Date: Jan 2007 Posts: 1,531

A sucks notes for dS^a/S^a add a dividend yield to the drift term, formula 17.10 from ASM does not have this dividend yield added, I'mthinking the notes are wrong?
#66
11-04-2010, 09:39 AM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,151

Quote:
 Originally Posted by spencerhs5 A sucks notes for dS^a/S^a add a dividend yield to the drift term, formula 17.10 from ASM does not have this dividend yield added, I'mthinking the notes are wrong?
Are you talking about $\delta^{*}$? Does ASM ever talk about div. yield of the claim on the stock?
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#67
11-04-2010, 09:53 AM
 spencerhs5 Member Join Date: Jan 2007 Posts: 1,531

Quote:
 Originally Posted by Actuarialsuck Are you talking about $\delta^{*}$? Does ASM ever talk about div. yield of the claim on the stock?
Doesnt ring a bell.
#68
11-04-2010, 12:12 PM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,151

Quote:
 Originally Posted by spencerhs5 Doesnt ring a bell.
Exactly, note the difference between $\delta$ and $\delta^*$ I use. The former is for $S$ and the latter is for a claim on $S$.
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#69
11-04-2010, 03:39 PM
 Jengo Member Join Date: Nov 2009 Posts: 139

ASuck, your notes are great but from some reason the PDF on my computer doesn't display the negative signs in superscripts or smaller font in general, displaying just a space instead. Has anyone had this problem before and is there a way I can download it so they show up correctly? My computer is a Mac, that may be the issue.
#70
11-04-2010, 03:51 PM
 Actuarialsuck Member Join Date: Sep 2007 Posts: 6,151

Quote:
 Originally Posted by Jengo ASuck, your notes are great but from some reason the PDF on my computer doesn't display the negative signs in superscripts or smaller font in general, displaying just a space instead. Has anyone had this problem before and is there a way I can download it so they show up correctly? My computer is a Mac, that may be the issue.
Best I can do is send you the TeX code behind it and you can compile it?
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Quote:
 Originally Posted by Buru Buru i'm not. i do not troll.