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Market Value Measures: Duration Analysis and Economic Surplus
economic surplus as well, which gives you the more direct picture of what's happening and is virtually related ... opportunity in the yield curve, the market would take care of it and the yield curve would move until there ...- Authors: David N Becker, Cindy L Forbes, Frederick W Jackson, Douglas A George
- Date: Sep 1997
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Enterprise Risk Management; Financial Reporting & Accounting
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Interest Rate Model Risk
because I know there are many companies where the primary goal is to meet the literal requirements of the ... The danger in comparing two models is that, if care isn't taken to parameterize them reasonably consistently ...- Authors: David N Becker, Michael E Mateja, Douglas A George, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods