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  1. brian.field

    Not sure if we should be using this venue for textbook requests (please let me know if you...

    Not sure if we should be using this venue for textbook requests (please let me know if you prefer us not to do so David!)
  2. brian.field

    @emilioalzamora1 - what's your secret? I used to rely on enbookfi.org but that site seems to...

    @emilioalzamora1 - what's your secret? I used to rely on enbookfi.org but that site seems to have been discontinued.
  3. brian.field

    Sweet! Thank you very much! This explains why your questions are so interesting!!!

    Sweet! Thank you very much! This explains why your questions are so interesting!!!
  4. brian.field

    If anyone has McDonald's Derivative Markets 3rd edition pdf, I'd love a copy. Thanks!

    If anyone has McDonald's Derivative Markets 3rd edition pdf, I'd love a copy. Thanks!
  5. brian.field

    I very much agree with Shakti (as always) but if you are more interested in math and deeper...

    I very much agree with Shakti (as always) but if you are more interested in math and deeper analytical challenges than what the CFA might require, you can always consider the actuarial designations. (see www.soa.org or www.casact.org - I am not sure of the applicability of these certifications...
  6. brian.field

    If anyone has McDonald's Derivative Markets 3rd edition pdf, I'd love a copy. Thanks!

    If anyone has McDonald's Derivative Markets 3rd edition pdf, I'd love a copy. Thanks!
  7. brian.field

    SWEET!! Thank you!

    SWEET!! Thank you!
  8. brian.field

    thanks farahm - just trying to convince myself that I can keep up with people like you!

    thanks farahm - just trying to convince myself that I can keep up with people like you!
  9. brian.field

    Not exactly Jayanthi. I am preparing for the MFE actuarial exam (Models for Financial...

    Not exactly Jayanthi. I am preparing for the MFE actuarial exam (Models for Financial Economics) It is mostly related to pricing options and theoretical development of interest rate models.
  10. brian.field

    2016/2017 Curriculum Change Analysis

    Moved to topic 7.
  11. brian.field

    Can't wait for Exam C (Construction and Evaluation of Actuarial Models) incidentally, VaR is...

    Can't wait for Exam C (Construction and Evaluation of Actuarial Models) incidentally, VaR is covered extensively therein.
  12. brian.field

    OIS discounting

    The assigned readings on OIS are pretty accessible.
  13. brian.field

    Conditional Expectation of MA(1)

    is it bad that I have absolutely no recollection of this discussion? :)
  14. brian.field

    In case anyone is interested, actuarial exams are insane! I am preparing for MFE now...

    In case anyone is interested, actuarial exams are insane! I am preparing for MFE now...
  15. brian.field

    Happy thanksgiving to my Bionic Turtle family.

    Happy thanksgiving to my Bionic Turtle family.
  16. brian.field

    oh yeah - he said that! (woot woot!)

    oh yeah - he said that! (woot woot!)
  17. brian.field

    Good luck to all!

    If I don't get a chance to wish you all luck again, here's hoping you pass! I have faith in each and every one of you!!! All the best! Brian
  18. brian.field

    Win prizes for forum participation!!

    It's really great to see some new names becoming more and more active! Keep it up!!!
  19. brian.field

    Continuous compounding - Miller - Mathematics and Statistics

    "Question: When nominal rate is 5% compounding has to be more than 5%." This is somewhat true but missing the mark slightly. The continuous compounded rate that would be equiavelent to a 5% nominal rate compounded monthly must be LESS than the nominal rate as the effect of compounding...
  20. brian.field

    Continuous compounding - Miller - Mathematics and Statistics

    Nominal Monthly Rate (k) is 5.0%. Nominal means that you need to use the following formula to transform in into an effective annual rate (i): (1 + k/m)^(mt) = 1 + i. Then, we use the following formula to arrive at the equivalent continuously compounded rate (d): exp^d = 1 + i which gives...
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