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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