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Quasi-Monte Carlo Methods in Numerical Finance
Quasi-Monte Carlo Methods in Numerical Finance This paper introduces and illustrates a new version ... that has attractive properties for the numerical valuation of derivatives. Quasi-Monte Carlo methods use ...- Authors: Phelim Boyle, Ken Seng Tan, Corwin Joy
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Simulation
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The Comparison of Group Life Benefit Schedules
money-purchase pension plan in the sense that each individual receives the benefit of his own contributions ... 1 denotes the multiple of salary for which individual i is covered. One way to measure the difference ...- Authors: Phelim Boyle
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Influence decisions
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance>Group plans - Life Insurance
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Immunization Under Stochastic Models of the Term Structure
struc- ture models considered, Table 1 has been prepared. This table gives the prices of pure discount ... Under Stochastic Models of the Term Structure Table I. Bond Prices and Mean Terms of Discount Bonds ...- Authors: Phelim Boyle
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Investment policy; Modeling & Statistical Methods>Stochastic models