1
-
1
of
1
results (0.56 seconds)
Sort By:
-
Statistical Tests of the Lognormal Distribution as a Basis for Interest Rate Changes
Salomon Brothers, Inc. [12]; it is found in Part I, Table 1. Here the three-month and six-month yield data ... n equals 10, 15, 20, 25, 30, and 35 years. Each table (ma- turity) lists for each such period the number ...- Authors: David N Becker, Douglas Doll, Thomas Herzog, Daniel W Tucker
- Date: Oct 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods; Modeling & Statistical Methods>Scenario generation