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#122




ASM 17  Missing Topic ?
What's the deal with Greeks for binomial trees? Chapter 17 in ASM starts out by saying it's going to break the material into the following parts:
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The body of the chapter has sections: 17.1 Overnight profit on a deltahedged portfolio 17.2 The deltagammatheta approximation 17.3 Rehedging 17.4 Hedging multiple Greeks 17.5 What will I be tested on? I can't find material on Greeks for binomial trees in this chapter in ASM  though I swear I've read something about it. Is anyone else seeing this topic somewhere? EDIT: I tried generating questions in ADAPT exclusively for the subsection on Greeks for binomial trees, and it kept failing. Maybe this isn't on the syllabus any longer? 
#123




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#125




Does anybody have a summary of all syllabus changes? FM stuff is moving on, but is there a full list of things moving off?
I used adapt before and tried to map their previous formula sheet to the new syllabus. It looks like the following topics won't be tested? Can anyone confirm/ or add to the list? Stochastic dif equations Stochastic interest models Utility based valuation Exchange options Max(x,y) options Forward start options Chooser options 
#128




We just finished busy season at work, and I just came back from vacation. I'm planning on trying to finish the ASM manual within the month then spend the last month doing ADAPT. Haven't registered for the exam yet... so I'm not 100% committed.

#129




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