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Old 06-29-2015, 04:21 PM
ActuaryExamTutor ActuaryExamTutor is offline
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Default MFE/3F Exam Preparation: Bond Pricing Seminar on July 5th

Hello MFE/3F Candidates:

We at ActuaryExamTutor.com are offering the Bond Pricing Seminar for MFE/3F Exam Review on July 5th for students sitting for the exam.

The Bond Pricing Live Online Seminar will be broken up into two major parts: (1) Binomial pricing models, and (2) Stochastic pricing models. For each of these parts, problems will be presented and solved using the techniques discussed. Instead of memorizing formulas, participants will be encouraged to use their understanding of the topics presented to solve problems. Students may ask questions as time permits.

Binomial Pricing Models - Topics Include:
a. Pricing bonds using binomial trees
b. Pricing options on bonds using binomial trees
c. The Black-Dermon-Toy tree and volatility in year 1

Stochastic Pricing Models - Topics Include:
a. Using the Black model to price options and caplets
b. Stochastic interest rates
c. Randelman-Bartter Model
d. Vasicek Model
e. Cox-Ingersoll-Ross Model
f. Risk-neutral and true probabilities
g. Delta-Gamma-Theta approximation for bonds

For more information and to register for the seminar, please visit: http://actuaryexamtutor.com/seminars/bondpricing/


Thank you,

ActuaryExamTutor.com
www.actuaryexamtutor.com
1-855-SOA-EXAM
(212) 874-4105
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