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  #1  
Old 08-09-2013, 12:54 AM
wangwwzj wangwwzj is offline
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Default Fall 2013 QFIA

Any of you will take QFIA this Oct?
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Old 08-11-2013, 04:28 PM
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I'm taking it, finding the readings a bit difficult b/c of lack of concrete examples though
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Old 08-11-2013, 04:51 PM
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Quote:
Originally Posted by abc189 View Post
I'm taking it, finding the readings a bit difficult b/c of lack of concrete examples though
Same here. Anyone believe the SOA will release some sample practice questions?
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Old 08-18-2013, 11:52 AM
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Default N taking QFIA

Looks like we're still waiting on the formula sheet. QFI Core had its released.

Passing %'s for May 2013 FETE was 392 took it, 372 were effective, and 156 passed it.

For APM 133 took, 123 were effective, 69 passed it. Guess if history holds, there will be ~ 100 or so taking QFI Advanced which is why the discussions are very limited here right now?
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Old 08-18-2013, 11:45 PM
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I'm taking it.
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Old 08-19-2013, 12:56 AM
wangwwzj wangwwzj is offline
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I'm taking it, finding the readings a bit difficult b/c of lack of concrete examples though
i find that most of the materials are just talking about the theory without numerical examples,especially the interest rate models and volatility and correlation.

so i don't know how much questions will ask us to do calculations.

any of you have suggestions?
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Old 09-06-2013, 09:23 PM
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Just my thoughts:

The Chapters 3 and 4 of the interest rate models is theory and concept. Calculations will be time consuming. Unless the SOA does a lot of the calculation and put the results on table.

How to prepare for this?

(i) Know all the one factor models: The meaning of coefficients, the pros and cons,

(ii) Understand the process of shifting to get the ++ type like the CIR++, and the shifted Vasicek

(iii) Understand the meaning of ATS models. What does it imply? ESPECIALLY the derivation of the volatility of the implied forward rate when the model is ATS.

(iv) What is the rationale for considering two factor models? Market models (this is the subject of Chapter 6, which could involve some calculation).

(v)Describe the dynamics of the CIR2++ and the shifted two additive factors Vasicek (also called G2++) models. Compare these two models.

(vi) the merits of the G2++...

and things like that.
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