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Market Value Measures: Duration Analysis and Economic Surplus
Market Value Measures: Duration Analysis and Economic Surplus 1997 Valuation Actuary Symposium, Session ... testing;Investment strategy;Market value of assets;Market value of liabilities;Yield curve=Term structure;Interest ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Interest Rate Model Risk
Actuary Symposium. The purpose of this session is to enhance understanding of what it means to have ... based on cash-flow testing by taking the audience into the world of interest rate models and interest rate ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods