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Investment Section Monograph

Download single PDF of all papers   Review of the Principles of Life–Office Valuations By F.M. Redington   Quasi–Monte Carlo Methods in Numerical Finance By Corwin Joy, Phelim P. Boyle, and Ken Sang Tan Complete Paper   Valuing American Options in a Path Simulation Model By James A. Tilley Complete Paper   Option Pricing by Esscher Transforms By Hans U. Gerber and Elias S. W. Shiu Complete Paper   Multivariate Duration Analysis By Robert R. Reitano Complete Paper   A Stochastic Investment Model for Actuarial Use By A. D. Wilkie Complete Paper