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Introduction to Derivatives
Introduction to Derivatives This session 13TS of the Dallas Spring Meeting provides a basic background on derivatives and discusses how derivatives can be used in insurance and pension investment ...- Authors: Catherine Ehrlich, Thomas Struppeck, Raghu Ramachandran
- Date: May 2001
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments
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Asset Prepayment Assumptions
Asset Prepayment Assumptions This session from the 1995 SOA New York Meeting addresses asset prepayments including emerging prepayment experience in the mortgage-backed - CMO security arena, ...- Authors: Randall Boushek, Catherine Ehrlich, Stephen Reddy, Steve W Abrahams
- Date: May 1995
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Public Policy
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Asset/Liability Modeling and Portfolio Optimization
Asset/Liability Modeling and Portfolio Optimization In session 151PD of the Washington Annual Meeting the panel presents an overview of present methodologies and design considerations for asset/ ...- Authors: Catherine Ehrlich, Lawrence A Berger
- Date: Oct 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments