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More Techniques For Better Attributions
portion of change attributed to component i, and u and v are the vectors of the attribution components ... Dec. 31, 2007 through Dec. 31, 2012, issuing 10 S&P 500 options, one each on the last business day ...- Authors: Mark Evans
- Date: Feb 2014
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Estimation methods
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The Growing Demand for More Robust Economic Scenario Generators
on events of mortality, morbidity (in health or disability) or policy surrender or annuity payout. Because ... deriva- tives, or to model hedging of a variable annuity. Often, these variables and their inter-relationships ...- Authors: Ken Griffin, Hal Warren Pedersen
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
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A Few Comments on Academic Finance
A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due ... some academics have raised red flags. Dr. David S. Bates in his paper, “Jumps and Stochastic Volatility: ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives