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Financial Mathematics Old FM Forum

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  #1  
Old 08-16-2019, 05:15 PM
zhl zhl is offline
 
Join Date: Aug 2019
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Default Study materials and SOA extra study notes

Hello!
I am planning to take FM in October, and am using Kellison's Theory of Interest (3rd ed) and ACTEX study manual (2009, which is quite outdated, I know).

I have already covered topics 1-6 on the syllabus, but for Interest Rate Swaps and Determinants of Interest Rates, are the 3 extra study notes by the SOA sufficient? Or is there another book/manual that covers the two topics? The suggested sections for the Kellison book does not cover this.

Here's the syllabus: https://www.soa.org/globalassets/ass...m-syllabus.pdf

Thank you!

Last edited by zhl; 08-16-2019 at 05:22 PM..
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Old 08-18-2019, 02:23 AM
jubair07 jubair07 is offline
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College: BEng Aerospace Engineering
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Quote:
Originally Posted by zhl View Post
Hello!
I am planning to take FM in October, and am using Kellison's Theory of Interest (3rd ed) and ACTEX study manual (2009, which is quite outdated, I know).

I have already covered topics 1-6 on the syllabus, but for Interest Rate Swaps and Determinants of Interest Rates, are the 3 extra study notes by the SOA sufficient? Or is there another book/manual that covers the two topics? The suggested sections for the Kellison book does not cover this.

Here's the syllabus: https://www.soa.org/globalassets/ass...m-syllabus.pdf

Thank you!
I found the notes more than sufficient as it covers various different problems that you can encounter. Some readings from other books may help clarify but the study notes given by SOA is more than enough.
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Old 08-18-2019, 10:35 AM
zhl zhl is offline
 
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Thank you!
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