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An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
or they can be adjusted to accom- modate an individual investor's subjective views. The arbitrage-free ... markets; relative prices that do not depend on individual investors' subjective views or risk prefer- ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models