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Back to Basics: Which Duration Is Best?
Back to Basics: Which Duration Is Best? This article explains the concept of 'duration' ... implications of relying on the wrong measure. Asset valuation;Corporate bonds;Discount rates=Interest rates;Municipal ...- Authors: Teri Geske
- Date: May 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments
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Asset Modeling Concepts
Asset Modeling Concepts This presentation is ... from session number 3, presented at the 1999 Valuation Actuary Symposium, held September 23-24 in Los ...- Authors: Frederick W Jackson, Teri Geske, Charles K Cackowski
- Date: Sep 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Modeling & Statistical Methods>Asset modeling
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Asset Modeling Concepts - ValAct 00
Asset Modeling Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium ... Concepts - ValAct 00 From a session at the 2000 Valuation Actuary Symposium held in Washington DC, September ...- Authors: Douglas Doll, Frederick W Jackson, Teri Geske
- Date: Sep 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Modeling & Statistical Methods>Asset modeling
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Small Talk Newsletter, May 1998, Issue No. 11.
This Issue page Approach in Drafting a Unified Valuation Law—Issues without End by Norman E. Hill . . ... cally correct reserves than the current standard valuation law with the unitary approach, because it considers ...- Authors: Christian J DesRochers, Jerry Enoch, Anson Glacy, R Thomas Herget, Norman E Hill, Paul J Sulek, James Thompson, Thomas P Tierney, Teri Geske, DALE ALLEN HALL, JOHN WADE, D A D'Annunzio, Joel Lantzman
- Date: May 1998
- Publication Name: Small Talk
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Risks and Rewards Newsletter, July 2003, Issue No. 42
simply the sum of the cost of protection for the individual names in the basket, since the expected loss ... assumptions used make a substantial impact on the valuation of a basket default swap. The credit derivatives ...- Authors: Nino A Boezio, Catherine Ehrlich, Martin Roy, Larry Rubin, Hubert B Mueller, Douglas A George, Teri Geske, Michael Bean, John Ryding, Leo Tilman, David Ingram, Christian Gilles, Ajay Rajadhyaksha
- Date: Jul 2003
- Publication Name: Risks & Rewards
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Back-to-Basics: Credit Default Swaps
simply the sum of the cost of protection for the individual names in the basket, since the expected loss ... assumptions used make a substantial impact on the valuation of a basket default swap. The credit derivatives ...- Authors: Teri Geske
- Date: Jul 2003
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Derivatives