4# 精算者66 um......I don't know.....I personally didn't find MFE a hard one...instead I found it most interesting...
People say it's difficult probably because problems of MFE are often tricky, not straight-forward formula applications like MLC or FM. So if you FULLY understand all the concepts, not just memorizing them, you should be fine. I found deriving formulas (Ex. option-pricing, closed-form solutions of different SDEs) myself a good practice when I learned this course. Unfortunately, you can't find them in manuals.
I would say Shreve's Stochastic Calculus for Finance II is a good reference book (I won't suggest reading McDonald's Derivatives Markets. It's notorious for many mistakes. And you only have a few months). But if your goal is only a pass, then doing manual is more than enough.
Good luck.