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  • Axioms for the Internal Rate of Return of an Investment Project
    for the Internal Rate of Return of an Investment Project This paper studies the internal rate of return ... return of a finite series of cash flows in terms of three natural axioms. Examples of rate of return functions ...

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    • Authors: S. Promislow, David Spring
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Aspects of Interest Rate Models
    Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis ... emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected aspect ...

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    • Authors: Keith Sharp
    • Date: Jan 1991
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
  • A Multivariate Approach to Duration Analysis
    introduced that does not depend on a mathematical formulation of the way in which a yield curve moves ... practical and relatively easy to apply. From the Actuarial Research Clearing House ARCH 1989 Vol.

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    • Authors: Robert Reitano
    • Date: Jan 1989
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling
  • Differential Equation Model For Yield Curves
    solutions have yield curve shapes. The paper also examines the relevance of the model with historical monthly ... monthly U. S. Treasury nominal rates. From the Actuarial Research Clearing House 1992 Vol. 1 . Yield ...

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    • Authors: Steven Craighead
    • Date: Jan 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Analytics and informatics
  • Modeling CMOs
    Modeling CMOs This article suggests ways for small ... insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage ...

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    • Authors: DALE ALLEN HALL
    • Date: May 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Small Talk
    • Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling