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  • Two Notes on Financial Mathematics
    Mathematics Contains two separate articles, called notes. The first note, “A note on correlation in mean variance ... discussion of how negative correlation coefficients can be, given any set of N random variables. The second ...

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    • Authors: Daniel Dufresne
    • Date: Jan 2005
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Annuities>Payout annuities; Finance & Investments>Portfolio management - Finance & Investments; Reinsurance>Stop-loss insurance