其實我報考了May MFE,可是沒有甚麼把握,所以想找一些過來人分享一些意見;我看了很多分享,不過還是想問問一些問題:

i) 以下我把MFE的syllabus分了,希望各位能說說每部份特別要注意的地方和重點
1) Put-Call Parity and Comparing Options
2) Binomial trees for stock option, different binomial tree models and true probability pricing (utility etc.)
3) Black-scholes formula for all options to be examined, and
4) Greeks
5) Monte Carlo Simulation
6) Brownian motion, Ito's Lemma, Black-scholes equation for stock option, Sharpe Ratio, stochastic differential equation and integration, F(S^a)
7) Binomial tree models for interest rate and Black-scholes formula related to bond (price/ cap)
8) Interest rate model (Vasicek and CIR)

ii) 我全部的formula/inequality/equation都知道怎樣來的了,可是總不可能每次面對問題重新自己derive吧;所以我想問一問過了MFE的各位,你們都會把那些formula/inequality/equation背了,讓我可以參考參考