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Thread: question about syllabus in GUO and ASM manual

  1. #1
    Actuary.com - Level I Poster
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    question about syllabus in GUO and ASM manual

    i am using asm mfe manual. i found that GUO's manual are easy to unserstand. but the contents on GUO's are less than asm. for example GUO only mention using black scholes formula to price gap option but asm even mention delta hedging in gap option. can anyone tell me is it required by mfe exam? and asm also mention all-or-nothing options, binary option but GUO manual doesn't mention and i can't find it in official syllabus also.

    is GUO's content enough ? thank you for sharing, your advices are valuable to me.

  2. #2
    Author, Instructor and Seminar Provider
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    Don't know about Guo, but all-or-nothing are on the syllabus, and one of the sample questions deals with delta-hedging a gap option.

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