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Hedging Variable Annuities: A Dealer's Perspective
Hedging Variable Annuities: A Dealer's Perspective A focus on the capital markets perspective ... volatility. As mentioned above, volatility has a direct impact on dynamic hedging effectiveness. For this ...- Authors: Edward A Mirsepahi
- Date: Apr 2005
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: The Actuary Magazine
- Topics: Enterprise Risk Management>Capital markets