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Pricing of Credit Derivatives
Pricing of Credit Derivatives This is the abstract of the paper 'Pricing of Credit Derivatives'. This talk will give ... ;Yield curve=Term structure;Credit risk; 803 1/1/2000 12:00:00 AM ...- Authors: David X Li
- Date: Jan 2000
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Derivatives; Finance & Investments>Risk measurement - Finance & Investments
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Immunization Measures for Life Contingencies
contingent cash flow, such as life insurance and annuity products. Essentially, we define a kind of expected ... convexity for some common life insurance and annuity products by using actuarial symbols. After having ...- Authors: David X Li
- Date: Jan 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Life Insurance