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The Bullet GIC as an Example
The ... of an example. 1 Consider a security with price S, that will pay either Su or Sd in one year. We can ... ppp = −− λπ ( )r ZSpSpS du +1 ])1(+[ = −− ( )S du r SpSpS ëó+1 ])1(+[ = + − (1 + r + λσs ...- Authors: Jeremy Gold, David F Babbel, Craig Merrill
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting
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Effect Of Mergers And Acquisitions On Pension Plans
Effect Of Mergers And Acquisitions On Pension Plans This session discussion is about the various ... indemnity for a particular kind of liability from the s¢ller, you had better be sure that the seller has a ...- Authors: James A Giesinger, Jeremy Gold, Joel I Rich, William K Bortz, Ailey Bailin
- Date: Oct 1989
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Pensions & Retirement>Corporate plans