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On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for ... illustrate how to value American-style options using the Least-Squares Monte Carlo LSM approach proposed by ...- Authors: Yu Zhou
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis
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Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View
Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View Presentation from ... from the Actuarial Research Conference describing risk management at a leading Canadian Bank. Credit ...- Authors: Yu Zhou
- Date: Aug 2005
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Finance & Investments>Derivatives