QFI QF Fall 2021

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  • #5284
    Actuarialbaby
    Participant

    Anyone sitting this fall? How is the prep going? Feel free to share your study strategy/challenges below!

    #5306
    ross
    Participant

    Getting hammered.

    #5366
    Actuarialbaby
    Participant

    I’m sorry. I can relate. Using any study aids or just source materials? Hoping to get some more persons in here

    #5419
    B.R
    Participant

    Failed at this spring sitting.

    #5420
    Actuarialbaby
    Participant

    same but I am already preparing to resit. Any idea what you’re gonna be doing differently ?

    #5456
    Actuarialbaby
    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?

    #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.

     

    #5674
    Actuarialbaby
    Participant

    Bumping this thread. What manual are you all using? Currently on section 3 and I’m using pak

    #6062
    tjn5035
    Participant

    This thing is a beast.  Glad I didn’t try to be a quant.

    #6672
    Actuarialbaby
    Participant

    Definitely a beast. Trying to get thru the pak exam aid

    #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.

    #6840
    Actuarialbaby
    Participant

    Does anyone have any tip or trick on determining what transformed variable to use when trying to find a solution using itos lemma

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