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  #11  
Old 07-05-2017, 03:07 PM
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Tetsuo Tetsuo is offline
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yay thx!
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  #12  
Old 07-05-2017, 07:10 PM
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Quote:
Originally Posted by stlcardinals001 View Post
Check out the Mahler Sample MFE Exam here: http://howardmahler.com/Teaching/MFE.html
Click on 2017FinEconExam#1.pdf and look at #2
Thank you so much! You saved my life! I tried working on this problem without looking at the answer and got it right! The concept is fairly easy and the calculation is simple too if no B/S is involved. I highly encourage those who have no idea what lookback options are and are not planning to memorize the scary formulas posted in this thread, to learn the definition of lookback options and try one or two problems like this.
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  #13  
Old 07-07-2017, 09:28 PM
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Originally Posted by The Disreputable Dog View Post

IDK. If there's a lookback problem I guess my expected points will just be 1/(# of answers).
You and me both... I'm not memorizing that formula for at best 1 question, especially when that question will a) likely take more than 6 minutes b) presents a ton of opportunity for arithmetic errors c) could be a pilot question
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  #14  
Old 07-10-2017, 10:18 PM
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I memorized it after a full day of studying when I didn't feel like doing anything else before bed.
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