It's after 9, let's discuss!

[jhp8]

Originally Posted by newl07

Same here!

What about a question asking for the return of a put (little gamma)? -- got -11% for that one.

#5 maybe? I kept getting -9.4% so I just rounded to -11%

[jvaldez84]

anyone remember what # this was?

#11 maybe? I believe .119 was c?

[JUICE]

Originally Posted by newl07

Same here!

What about a question asking for the return of a put (little gamma)? -- got -11% for that one.

Me too! I think it was -.1123 to be precise

[Nonpareil]

Originally Posted by JUICE

Me too! I think it was -.1123 to be precise

Yep, same here.

[Nonpareil]

Originally Posted by jvaldez84

This problem was #18 and it was 57.4%

Yep, got this. Did it first time and got 53 something which was close to 52.x. I re-did it, had some kind of typo, and got right on 57.4% after fixing my mistake.

[Bruin086]

Originally Posted by newl07

pi/alpha problem. My answer was 0.119.

I got the same

[jvaldez84]

Now that I think about it #11 was the exchange option with alpha and beta and #13 was the forward rate option. I put 0.119 and 81 on these two. What did you all get?

[Bruin086]

Originally Posted by JUICE

What about the volatility question where you calculated the natural log of each successive price movement?

I believe I got E) which was 57.4% annualized.

Yes, I got this as well

[Bruin086]

Originally Posted by newl07

Same here!

What about a question asking for the return of a put (little gamma)? -- got -11% for that one.

Yup, got this answer too!

[newl07]

There was one on barrier options, the total payoff was 360 E. Barrier wasn't hit making payoff of that portion zero.