Announcement: SOA congratulates the new ASAs and CERAs for May 2024.

Refine your search
11 - 11 of 11 results (0.47 seconds)
Sort By:
  • Nonparallel Yield Curve Shifts and Convexity
    Convexity In this paper, the relationship of convexity to the assumption of parallel shifts is explored ... These new measures can differ dramatically from the traditional values, providing insight into ...

    View Description

    • Authors: Robert Reitano
    • Date: Oct 1992
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Transactions of the SOA
    • Topics: Finance & Investments>Investments