Exam QFI Quant
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Sun, 07 Oct 2018
As some of you may have noticed already, I’ve made some upgrades to Section 1 videos over the last few weeks! As of right now, this includes the MFD Ch 1-5 videos and Section 1 FAQ videos. And over the next 1-2 months, I expect to upgrade all of the MFD Ch 6-19 videos as … Continue reading QFI Core Seminar Upgrades →
Wed, 11 Apr 2018
Need a calculus refresher? One topic I frequently see people make mistakes is on deterministic calculus – in particular applications of the Leibniz Integral Rule. For that reason, I just added a drill problem set on the Leibniz Integral Rule to give you some practice and as a calculus refresher. I know for many of … Continue reading Leibniz Integral Rule →
Sat, 24 Mar 2018
With about a month to go – it’s time to make sure you have enough practice problems under your belt for exam day. Here’s a recap of the resources available to you: Quizzes and drill problems – these are “warmup” exercises to build the foundation, and are generally easy to medium difficulty Multiple choice test … Continue reading Practice Problems for QFI Core →
Thu, 15 Mar 2018
I hope everyone’s studying for Spring 2018 has been going well! I just posted a bunch of videos in the “Review” section of the seminar. Make sure to take the time to watch these videos – they cover key concepts you need to know for the exam, and also address common mistakes made on exam … Continue reading Review Videos →
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Introduction ... lessons ... min of video
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Supplemental Materials ...
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Intro to QFI Quant (9:00)
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FSA Exam Tips (14:57)
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Intro to the Forum (9:37)
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QFI Quant Syllabus (2019) (handout)
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Formula Sheet (2019) (handout)
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SOA Guide to Written Exams (handout)
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Video Player Keyboard Shortcuts (handout)
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If You Failed (handout)
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Textbook Errata ...
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Syllabus Changes Summary ...
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Detailed Study Guide ... lessons ... min of video
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PDF by Section ...
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1. Stochastic Calculus (handout)
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2. Fixed Income Markets (handout)
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3. Interest Rate Models and Hedging (handout)
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4. Equity Option Pricing and Hedging (handout)
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5. Additional Quantitative Techniques (handout)
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Supplemental FAQ DSG (handout)
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Detailed Study Manual Sample (sample) (handout)
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Videos ... lessons ... min of video
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1. Stochastic Calculus ...
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MFD: Chapter 1 (Part I) (11:17)
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MFD: Chapter 1 (Part II) (6:38)
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MFD: Chapter 2 (Part I) (12:17)
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MFD: Chapter 2 (Part II) (13:08)
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MFD: Chapter 3 (Part I) (9:27)
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MFD: Chapter 3 (Part II) (12:31)
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MFD: Chapter 4 (11:59)
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MFD: Chapter 5 (Part I) (18:25)
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MFD: Chapter 5 (Part II) (14:14)
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MFD: Chapter 6 (Part I) (15:22)
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MFD: Chapter 6 (Part II) (12:53)
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MFD: Chapter 7 (Part I) (9:00)
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MFD: Chapter 7 (Part II) (11:10)
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MFD: Chapter 8 (Part I) (18:44)
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MFD: Chapter 8 (Part II) (11:24)
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MFD: Chapter 9 (20:23)
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MFD: Chapter 10 (Part II) (23:53)
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Review Video - Ito's Lemma (8:00)
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MFD: Chapter 11 (Part I) (14:44)
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MFD: Chapter 11 (Part II) (17:03)
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MFD: Chapter 12 (Part I) (15:33)
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MFD: Chapter 12 (Part II) (6:33)
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MFD: Chapter 13 (Part I) (16:14)
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MFD: Chapter 13 (Part II) (18:07)
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MFD: Chapter 14 (18:24)
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MFD: Chapter 15 (Part I) (15:14)
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MFD: Chapter 15 (Part II) (7:44)
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1b. Problems and Solutions in Mathematical Finance ...
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Chapter 1 (Part I) (17:37)
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Chapter 1 (Part II) (14:29)
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Chapter 1 (Part III) (7:14)
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Chapter 2 (13:08)
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Chapter 3 (Part I) (11:10)
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Chapter 3 (Part II) (8:10)
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Chapter 4 (Part I) (10:03)
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Chapter 4 (Part II) (13:41)
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2. Fixed Income Markets ...
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FIS Ch 1 (12:12)
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FIS Ch 2: Part 1 (23:58)
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FIS Ch 2: Part 2 (20:41)
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FIS Ch 3: Part 1 (Duration) (15:35)
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FIS Ch 3: Part 2 (VAR,ALM) (17:46)
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FIS Ch 4: Part 1 (Convexity) (11:54)
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FIS Ch 5: Part 1 (Forward Rates) (12:26)
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FIS Ch 6: Part 1 (Futures) (18:47)
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QFIQ-116: Low Yield Curves (5:37)
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3. Interest Rate Models and Hedging ...
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MFD: Chapter 16 (Part I) (18:28)
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MFD: Chapter 16 (Part II) (14:03)
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MFD: Chapter 17 (21:41)
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MFD: Chapter 18 (21:03)
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MFD: Chapter 19 (Part I) (12:09)
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MFD: Chapter 19 (Part II) (13:40)
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MFD: Chapter 20 (Part I) (18:35)
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MFD: Chapter 20 (Part II) (6:17)
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MFD: Chapter 20 (Part III) (5:57)
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MFD: Chapter 21 (Part I) (16:49)
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MFD: Chapter 21 (Part II) (20:49)
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FIS Ch 14 (10:30)
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FIS Ch 18: Part 1 (Risk Premium) (18:32)
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FIS Ch 19: Part 1 (Ho-Lee Model) (22:52)
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4. Equity Option Pricing and Hedging ...
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The Volatility Smile Ch 2 (5:39)
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QFIQ-115-17 (Part I) (12:16)
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QFIQ-115-17 (Part II) (7:18)
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5. Additional Quantitative Techniques ...
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Section 5 - Intro Video (1:58)
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Tsay: Chapter 1 (Background) (13:23)
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Tsay: Chapter 3 (Part I) (11:38)
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Tsay: Chapter 3 (Part II) (10:45)
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QFIQ-109 (Part I) (13:07)
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QFIQ-109 (Part II) (12:50)
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QFIQ-109 (Part III) (13:02)
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QFIQ-109 (Part IV) (11:21)
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Review ... lessons ... min of video
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Exam Day Checklist and FAQ ...
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Technical Review Videos ...
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Ito's Lemma (8:00)
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Baby Ito's Lemma (6:48)
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Brownian Motion (5:22)
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Moment Generating Functions (7:35)
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Normal Distribution (2:35)
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Lognormal Distribution (11:11)
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Innovation Term Sign (2:51)
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Method of Integrating Factors (11:31)
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Variable Confusion (4:13)
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N(d1) and N(d2) (4:23)
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Fubini's Theorem (3:57)
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Ito's Lemma Trick #1(a)/(b) (4:32)
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Ito Integral (3:11)
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Proving Standard Wiener Process (12:53)
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Stochastic Product Rule (8:38)
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Nontechnical Review Videos ...
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FSA Exam Tips (14:57)
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Verbs: Show vs Calculate (4:16)
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Cumulative Problems (1:50)
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Active Learning (5:04)
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Read-Answer-Skim (2:17)
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How Much Work? (8:25)
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Strike Out Problems (4:36)
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Practice ... lessons ... min of video
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Practice ...
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TIA Exam-Level Questions (handout)
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TIA Exam-Level Solutions (handout)
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Drill Problems (handout)
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QFIQ-109 Practice Problems (handout)
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Flashcards ... lessons ... min of video
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PDF Flashcards ...
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PDF Flashcards - Overview (handout)
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PDF Flashcards (1 per page) (handout)
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PDF Flashcards (3 per page) (handout)
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Breakdown of Past Exam Questions ... lessons ... min of video
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Mapping Spreadsheet of Past Exam Questions ...
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Intro (Watch First!) ...
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2017 Fall ...
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2017 Spring ...
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Spring 2017 Q1 Video Breakdown (16:26)
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Spring 2017 Q3 Video Breakdown (16:39)
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Spring 2017 Q12 Video Breakdown (10:43)
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2016 Fall ...
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Fall 2016 Q2 Video Breakdown (7:54)
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Fall 2016 Q3 Video Breakdown (9:49)
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2016 Spring ...
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2015 Fall ...
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Fall 2015 Q1 Video Breakdown (10:06)
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Fall 2015 Q2 Video Breakdown (15:07)
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Fall 2015 Q5 Video Breakdown (13:46)
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Fall 2015 Q8 Video Breakdown (14:01)
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2015 Spring ...
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Spring 2015 Q4 Video Breakdown (10:41)
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Spring 2015 Q6 Video Breakdown (15:56)
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2014 Fall ...
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Fall 2014 Q2 Video Breakdown (7:34)
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Fall 2014 Q5 Video Breakdown (13:32)
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2014 Spring ...
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2013 Fall ...
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Fall 2013 Q2 Video Breakdown (12:47)
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Fall 2013 Q6 Video Breakdown (8:14)
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