1. 

   Actuary@22 Very Active Member

   Hi
   
   Could you please explain how the expected value of of the option cost is calculated in part iii) -North American method?
   
   Thanks in advance.

    

   Actuary@22, Aug 18, 2022

   #1
2. 

   Lynn Birchall ActEd Tutor Staff Member

   Hi
   
   Good news: Part (iii) of this question (the North American method calculation) is no longer examinable under the current syllabus.
   
   PS for any other readers of this thread - it's Q6(iii).
   
   Best wishes
   Lynn

    

   Lynn Birchall, Aug 20, 2022

   #2

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