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Interest Rate Scenarios
that are "mapped" to the probabilities in the table. The random technique can be visualized as a roulette ... 3, the 100 possible outcomes are P3~ l 's, P32 2's, P33 3's, and so on. A spin 428 INTEREST RATE ...- Authors: Merlin F Jetton
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Modeling & Statistical Methods>Scenario generation