1
-
2
of
2
results (0.55 seconds)
Sort By:
-
The Art of Hedging
The Art of Hedging Institutional investors seeking to hedge have no shortage of choices, ... reverting, and implied vol and skew reflect this dynamic. Applying all of these (admittedly rough) estimations ...- Authors: Christopher Metli
- Date: Aug 2015
- Competency: Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risk Management
- Topics: Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk; Finance & Investments>Derivatives
-
Hedging Variable Annuity Guarantees With Long-Dated Equity Derivatives
expect- ed to be put on in the future under a dynamic hedging strategy. Furthermore, gap risk—the risk ... core long-dated derivatives supple- mented by dynamic hedging to provide added flexibility in responding ...- Authors: Michelle Smith, Roma Jakiwczyk, Edward Wilson, Mark Evans
- Date: Nov 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Annuities>Variable annuities; Finance & Investments>Derivatives