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Risks and Rewards Newsletter, February 2007, Issue No. 49
plan liabilities. This is attributa- ble to two primary factors: First, a large drop in funding ratios ... Some additional support for an alternative to this direct use of the historical probability of default approach ...- Authors: Nino A Boezio, Catherine Ehrlich, Anthony Dardis, Thomas Grondin, Donald Krouse, Marc Altschull, Aaron Meder, Jon Palin, Gareth James Henry, David Lavelle, Paul Abberley, Justin Wolfers
- Date: Feb 2007
- Publication Name: Risks & Rewards
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Risk and Rewards Newsletter, August 2007, Issue No. 50
are trying to avoid. The first two premises are direct results of the risk neutral valuation assumption ... In summary we have concluded that F(d1) has no direct interpretation as a probability, but it is a part ...- Authors: Catherine Ehrlich, Richard S Mattison, Joseph Koltisko, Stephen Stone, Steven Scoles, Marc Altschull, Nicola P Barrett, Aaron Meder, Valdimar Armann, Daniel Blamont, Pierre Haviller, David Prieul
- Date: Jul 2007
- Publication Name: Risks & Rewards