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Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance
Concurrent Session 3A:The Market Impact of Dynamic Hedging on Hedging Program Performance Insurance ...- Authors: Larry Zhao, Oksana Cherniavsky, Aymeric Kalife
- Date: Feb 2018
- Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Finance & Investments>Asset allocation; Finance & Investments>Derivatives; Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
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Hedge Your Bets
Hedge Your Bets Insurance companies use derivatives to manage and mitigate risks that are inherent ... including traditional asset/liability matching, dynamic hedging and static hedging. The authors explore ...- Authors: Aymeric Kalife, Saad Mouti
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Risk appetite; Finance & Investments>Derivatives
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Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach
Stochastic Optimization Techniques for Pricing Callable Bonds: Continuous Time Approach This ... P, = rain P b s ,S This fact explains why Dynamic Programming is the main tool in dealing with callable ...- Authors: Mark Saksonov
- Date: Jan 1996
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Innovative solutions
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Stochastic models