1
-
2
of
2
results (0.47 seconds)
Sort By:
-
Weather Derivatives and Short-Period Rainfall Indices
Weather Derivatives and ... 8 15 22 29 Day of Month T e m p e r a t u r e ( d e g . C ) Daily Rainfall Accumulations ... 22 29 Day of Month D a i l y A c c u m u l a t i o n ( m m ) Hourly Temperatures ...- Authors: Barry John Turner
- Date: Jan 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models
-
Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
bond CB and its counterpart regular Bond B s with sinking fund S. Assume that the schedule of sinking fund ... and Ps -price of bond B s . Then Optimization Problem I P, = rain P b s ,S This fact explains why ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models