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Weird Science: Dissection of Derivatives
Weird Science: Dissection of Derivatives Panelists at this session of the SOA 1998 Maui I Spring ... want to use your entire portfolio and create a dynamic hedging scheme to hedge the derivatives that ...- Authors: Larry M Gorski, Stephen Reddy, Charlene Marie Barnes, Christopher T Anderson
- Date: Jun 1998
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Derivatives
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Equity-Indexed Products-Design, Pricing and Hedging Part I
and the call approach. There is replication and dynamic hedging. You may recall from one of your actuarial ... your capabilities. A solution for you might be dynamic hedging. This is basically the way people like ...- Authors: Alan K Ryder, Lilia Sham, Charlene Marie Barnes
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Equity-indexed annuities; Finance & Investments