QFI QF Fall 2021 – Actuarial Outpost

Tagged: QF, QFI

This topic has 18 replies, 9 voices, and was last updated 2 years, 8 months ago by pierre chenard.

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July 20, 2021 at 4:41 pm #5284
actuary_sweetheart
Participant
Anyone sitting this fall? How is the prep going? Feel free to share your study strategy/challenges below!
July 22, 2021 at 7:44 am #5306
ross
Participant
Getting hammered.
July 27, 2021 at 2:04 pm #5366
actuary_sweetheart
Participant
I’m sorry. I can relate. Using any study aids or just source materials? Hoping to get some more persons in here
July 30, 2021 at 12:44 am #5419
B.R
Participant
Failed at this spring sitting.
July 30, 2021 at 12:51 am #5420
actuary_sweetheart
Participant
same but I am already preparing to resit. Any idea what you’re gonna be doing differently ?
July 31, 2021 at 2:52 am #5456
actuary_sweetheart
Participant
If Wt (wiener) is normally distributed with mean 0 and variance t, why is Wt+h|(Wt=x) normally distributed with mean x and variance h? Is this as a result of the conditional expectation martingale property?
July 31, 2021 at 3:24 am #5457
Actuary Canada
Participant
Martingales comes way after. What you are quoting implies from the definition of the Wiener process. (stationary increments etc..)

Just go over the problems in Chin a few times for stochastic calculus.
August 15, 2021 at 3:05 pm #5674
actuary_sweetheart
Participant
Bumping this thread. What manual are you all using? Currently on section 3 and I’m using pak
September 2, 2021 at 9:16 am #6062
tjn5035
Participant
This thing is a beast. Glad I didn’t try to be a quant.
September 20, 2021 at 11:58 pm #6672
actuary_sweetheart
Participant
Definitely a beast. Trying to get thru the pak exam aid
September 22, 2021 at 7:42 pm #6754
Anthony Vargas
Participant
The amount of content is astronomical. This will be my first sitting, and I am quite confident that I won’t pass. There seems to be many fringe topics thrown in that are just driving me up a wall, and they tested quite a few of them on the Spring 2021 sitting. I failed that exam when testing at home.
September 24, 2021 at 2:10 pm #6840
actuary_sweetheart
Participant
Does anyone have any tip or trick on determining what transformed variable to use when trying to find a solution using itos lemma
October 28, 2021 at 1:26 am #7152
ross
Participant
How did folks do at todays sitting (Fall 2021)? That last question was the worst. Maybe I was just burned out
October 28, 2021 at 2:25 am #7154
Actuary13
Participant
That was rough
October 28, 2021 at 3:11 pm #7155
Anthony Vargas
Participant
Absolutely brutal.
October 28, 2021 at 4:08 pm #7156
ross
Participant
we’re you able to make it through the full exam? I got pretty behind and was burned out by the laser question which was the toughest one in my opinion. Mostly because I got lost in all the notation
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