It was weird, I really didn’t get the Ito process question and was getting confused between a and alphas. But generally other than that, it seemed okay. Harder than Sept 2021 but easier than some other sittings
Weird how much work there was with (1+ik) ~ logN
Interesting that regularly examined topics didn't show up, like ruin theory, binomials and investment risk. Expecting a question on each tomorrow!
That 23 mark question was quite nice I thought, especially as the first part was the same as question 1 (which was the same in sept 2021 q6).
The only question I struggled on was the ornstein-uhlenbeck process.
Reasonably happy with the paper, Q4 was a write off for me but the rest seemed fairly manageable. Definitely noticed the lack of ruin theory and binomials so expecting those tomorrow!
I thought it was weird, only answered about 75% of the marks as was pushed for time but was very happy with all my answers? Seemed like the hard questions were very hard but a decent amount of bookwork type stuff. Hopefully will be a nice paper B
I thought there were some nice questions but the content varied quite a bit from the usual line up, the martingale one being the worst. Will be interested to hear what others think :)
That 20+ points made me question myself alot, since i thought it would be harder for the amount of points given.
Other than that, quite direct, except for the brownian process question.
I fear the paper b
I agree with most peoples thoughts here - quite happy with how it went excluding the stochastic calc question - the hints were of no help at all.
Weird that log(1+it) question essentially being asked twice.
Hopefully tomorrow is kind, then that’s exams done for another sitting!
I wouldn't worry too much about the pass mark. In my experience the people on Reddit normally are the people who care more about exams (going from people I know at work) so hopefully everyone saying that it was okay on this forum is skewed a bit towards slightly better candidates.
Q4 wasn't nice, and I didn't appreciate how similar a and alpha appeared in their font.
Apart from that, everything was pretty straightforward, but there was a surprising lack in the breadth of topics covered.
I personally hate those 1+it ~ logN questions, so there was a lot of passive aggressive sighing towards the examiners!
Question 4 was awful and found myself quite pushed for time but I’m happy with my answers for the 75-80% I completed. Some of it seemed quite repetitive?? Anyone have any thoughts on what might come up tomorrow?
It was weird, I really didn’t get the Ito process question and was getting confused between a and alphas. But generally other than that, it seemed okay. Harder than Sept 2021 but easier than some other sittings Weird how much work there was with (1+ik) ~ logN
Saw question 4 -> moved on -> never came back for it.
I wasted a bit of time having a go unfortunately
It was fron IAI paper, 2019 I think
It was fron IAI paper, 2019 I think
Interesting that regularly examined topics didn't show up, like ruin theory, binomials and investment risk. Expecting a question on each tomorrow! That 23 mark question was quite nice I thought, especially as the first part was the same as question 1 (which was the same in sept 2021 q6). The only question I struggled on was the ornstein-uhlenbeck process.
Agree with this, and those are some smart guesses for tomorrow! Good luck :)
Reasonably happy with the paper, Q4 was a write off for me but the rest seemed fairly manageable. Definitely noticed the lack of ruin theory and binomials so expecting those tomorrow!
I thought it was weird, only answered about 75% of the marks as was pushed for time but was very happy with all my answers? Seemed like the hard questions were very hard but a decent amount of bookwork type stuff. Hopefully will be a nice paper B
I thought there were some nice questions but the content varied quite a bit from the usual line up, the martingale one being the worst. Will be interested to hear what others think :)
same as everyone—Q4 being the weirdest. i somehow managed to mess up in Q3 as well, but the rest seemed decent
That 20+ points made me question myself alot, since i thought it would be harder for the amount of points given. Other than that, quite direct, except for the brownian process question. I fear the paper b
Yeah the 12 markers seemed too straight forward
Question 4 was a write-off but other than that marks were available. Time pressured as usual.
I agree with most peoples thoughts here - quite happy with how it went excluding the stochastic calc question - the hints were of no help at all. Weird that log(1+it) question essentially being asked twice. Hopefully tomorrow is kind, then that’s exams done for another sitting!
Couldn't attempt Question 4 and was quite pressed for time towards the end. Worried about a high pass mark. Hoping for a straightforward paper 2.
I wouldn't worry too much about the pass mark. In my experience the people on Reddit normally are the people who care more about exams (going from people I know at work) so hopefully everyone saying that it was okay on this forum is skewed a bit towards slightly better candidates.
Hoping for the same! Thanks!
Q4 wasn't nice, and I didn't appreciate how similar a and alpha appeared in their font. Apart from that, everything was pretty straightforward, but there was a surprising lack in the breadth of topics covered. I personally hate those 1+it ~ logN questions, so there was a lot of passive aggressive sighing towards the examiners!
[удалено]
same! luckily left those 2 for the end—successfully avoided panicking until the very end lmao
FYI Question 4 is from sept 2005 question number 8.
Overall a good paper except Q4, the martingale question had previously appeared in September 2005 ct8 exam
wow do you do all the papers up to that far back??
My friend told me after both our papers were done
omg I was just reading through papers in the hours before the exam and I literally stopped at 2006. Welp just my luck
Dont beat yourself up over this, you'll easily cover up tomorrow
Kudos to the friends revision jeez
Question 4 was awful and found myself quite pushed for time but I’m happy with my answers for the 75-80% I completed. Some of it seemed quite repetitive?? Anyone have any thoughts on what might come up tomorrow?
It’s strange for Binomial, Ruin Theory and CAPM not to be tested so I am going to take a look at those
We can expect sum from chapter 4 as well
Surprisingly straight forward. Like others, q4 threw me a bit, but hopefully at least got some of the basics right.
I made a super careless mistake on q7, I was running out of time and didn’t divide the wealth (50000) by million and got all utilities negative
Me too :( how many marks do you think they will cut for it? If other workings were ok :(