Actuarial Outpost
 
Go Back   Actuarial Outpost > Exams - Please Limit Discussion to Exam-Related Topics > SoA/CAS Preliminary Exams > Investment / Financial Markets
FlashChat Actuarial Discussion Preliminary Exams CAS/SOA Exams Cyberchat Around the World Suggestions


Upload your resume securely at https://www.dwsimpson.com
to be contacted when our jobs meet your skills and objectives.


Investment / Financial Markets Old Exam MFE Forum

Reply
 
Thread Tools Search this Thread Display Modes
  #61  
Old 05-12-2010, 11:39 PM
Josia Josia is offline
Member
SOA AAA
 
Join Date: Nov 2008
Posts: 396
Default

Bump for great notes, ActuarialSuck!
Reply With Quote
  #62  
Old 05-13-2010, 01:35 AM
JSA1987's Avatar
JSA1987 JSA1987 is offline
Member
 
Join Date: Feb 2009
Posts: 648
Default

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.
__________________
1 2 3F MLC 4
Reply With Quote
  #63  
Old 05-14-2010, 05:22 PM
Nobody22's Avatar
Nobody22 Nobody22 is offline
Member
 
Join Date: Oct 2008
Posts: 766
Default

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
File Type: pdf MFE_Formulas.pdf (226.1 KB, 3116 views)
Attached Files
File Type: txt MFE_Formulas.txt (12.0 KB, 1195 views)
__________________
VEEs | P FM MFE L C | CA1 CA2 | 5 6 | 7 8 9

Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there'. - xkcd.com/552
Reply With Quote
  #64  
Old 10-08-2010, 12:08 AM
Kilgz Kilgz is offline
 
Join Date: Jan 2010
College: University of Illinois - UC
Posts: 10
Default MFE formula Sheet

I just made this formula sheet using the ASM manual. Hope it helps.
Attached Images
File Type: pdf Preview of MFE_Formula_Sheet.xls.pdf (56.4 KB, 2489 views)
Reply With Quote
  #65  
Old 11-04-2010, 08:27 AM
spencerhs5's Avatar
spencerhs5 spencerhs5 is offline
Member
 
Join Date: Jan 2007
Posts: 1,476
Default

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?
Reply With Quote
  #66  
Old 11-04-2010, 09:39 AM
Actuarialsuck Actuarialsuck is offline
Member
 
Join Date: Sep 2007
Posts: 6,117
Default

Quote:
Originally Posted by spencerhs5 View Post
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 ? Does ASM ever talk about div. yield of the claim on the stock?
__________________
Quote:
Originally Posted by Buru Buru View Post
i'm not. i do not troll.
Reply With Quote
  #67  
Old 11-04-2010, 09:53 AM
spencerhs5's Avatar
spencerhs5 spencerhs5 is offline
Member
 
Join Date: Jan 2007
Posts: 1,476
Default

Quote:
Originally Posted by Actuarialsuck View Post
Are you talking about ? Does ASM ever talk about div. yield of the claim on the stock?
Doesnt ring a bell.
Reply With Quote
  #68  
Old 11-04-2010, 12:12 PM
Actuarialsuck Actuarialsuck is offline
Member
 
Join Date: Sep 2007
Posts: 6,117
Default

Quote:
Originally Posted by spencerhs5 View Post
Doesnt ring a bell.
Exactly, note the difference between and I use. The former is for and the latter is for a claim on .
__________________
Quote:
Originally Posted by Buru Buru View Post
i'm not. i do not troll.
Reply With Quote
  #69  
Old 11-04-2010, 03:39 PM
Jengo Jengo is offline
Member
 
Join Date: Nov 2009
Posts: 139
Default

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.
Reply With Quote
  #70  
Old 11-04-2010, 03:51 PM
Actuarialsuck Actuarialsuck is offline
Member
 
Join Date: Sep 2007
Posts: 6,117
Default

Quote:
Originally Posted by Jengo View Post
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?
__________________
Quote:
Originally Posted by Buru Buru View Post
i'm not. i do not troll.
Reply With Quote
Reply

Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off


All times are GMT -4. The time now is 05:04 PM.


Powered by vBulletin®
Copyright ©2000 - 2018, Jelsoft Enterprises Ltd.
*PLEASE NOTE: Posts are not checked for accuracy, and do not
represent the views of the Actuarial Outpost or its sponsors.
Page generated in 0.41685 seconds with 10 queries