• Congratulations to the Feedback Prize Draw winner for the Winter 2025 - 26 sitting. If you fancy winning £150 worth of gift vouchers (from a major UK store) for the Summer 2026 exam sitting for just a few minutes of your time throughout the session, please see our website at https://www.acted.co.uk/further-info.html?pat=feedback#feedback-prize for more information on how you can make sure your name is included in the draw at the end of the session.

ch10

  1. S

    Ito unique SDE - Ch10

    Hi, Let us have two representations of dM_t 1st: dM_t = a(t,M_t) dt + b(t,M_t) dW_t 2nd: dM_t = c(t,M_t) dt + d(t,M_t) dW_t It seems that in normal cases a=c, b=d should hold (I think this argument was used in Chapter 10, p 35 in the CMP, to argue as follows: the drift term is always zero for...
    • Sandor Kelemen
    • Thread
    • ch10 ito sde unique representation
    • Replies: 0
    • Forum: CM2
  2. D

    April 2017 Q8 MWRR

    Two investment funds A and B are administered by different managers. The initial values of the two funds on 1 January 2015 were £1.5 million and £2.3 million, respectively. The funds received additional net cash flows at the beginning of 2015 and 2016, as follows: Fund Net Cash Flows 1...
    • dan r
    • Thread
    • ch10 ct1 mwrr twrr
    • Replies: 3
    • Forum: CT1
  3. D

    CT1 ch10 q10.9

    *when calculating the DPP, why do we ignore the resale value of the assets (+500) in the calculation? thank you!
    • dan r
    • Thread
    • ch10 ct1 project appraisal
    • Replies: 1
    • Forum: CT1
Back
Top