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Hedging Equity-Linked Products Under Stochastic Volatility Models
Hedging Equity-Linked Products Under Stochastic Volatility Models Presented at August 2011 Actuarial Research Conference. Summarizes the Heston model, discusses hedging equity indexed ...- Authors: Anne MacKay
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Principles of Capital Market Modeling
Principles of Capital Market Modeling Discussion of Capital Market Modeling techniques Asset modeling;Capital markets=Stock market;Deterministic models;Discount rates=Interest rates;Dynamic ...- Authors: Andres Vilms
- Date: Sep 2003
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: The Financial Reporter
- Topics: Enterprise Risk Management>Capital markets; Enterprise Risk Management>Portfolio management - ERM; Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Stochastic models