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Pricing And Investment Philosophy For Interest-Sensitive Products
Pricing And Investment Philosophy For Interest-Sensitive Products Presented at May 1986 ... modeling cash flows and so on. If you can develop a dynamic process that will model the behavior of securities ...- Authors: Martin Klein, Arthur L Rebell, Michael Reilly, Martin Ruby, Dale B Wolf
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Annuities>Pricing - Annuities; Finance & Investments>Investment strategy - Finance & Investments; Life Insurance>Pricing - Life Insurance
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New Developments In Fixed Income Investments
called Dynamic Hedging or Dynamic Asset Allocation. I am going to talk a little bit about dynamic hedging's ... current market environment. What is dynamic hedging or dynamic asset allocation? Most simply, it's a ...- Authors: Yuan Chang, Joseph P Macaulay, Martin Ruby, Peter A Sieviec, Ralph S Tate
- Date: May 1984
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments