1
-
3
of
3
results (0.39 seconds)
Sort By:
-
Proposed 2006 Spring Meetings Session Descriptions for the E&R Sessions
Wednesday, June 21, 8–9:30 a.m. Relatively little health care actuarial research is published in the actuarial ... Tom Edwalds What is Black–Scholes and Why Should I Care? Thursday, May 25, 8–9:30 a.m. Option pricing has ...- Authors: Hal Warren Pedersen
- Date: Jan 2006
- Publication Name: Expanding Horizons
-
Dynamic Spanning of Contingent Claims
arbitrage-free pricing of contingent claims places its primary emphasis on methods of computing the prices of ... state space, the Poisson model admits a more direct analysis than is possible for the Wiener process ...- Authors: Hal Warren Pedersen
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
-
An Actuarial Layman's Guide to Building Stochastic Interest Rate Generators
model, because paths of interest rates are the primary feature of the model; and (iii) moving between ... scenarios generated are subservi- ent to the primary goal of calculating current market values. The ...- Authors: Michael F Davlin, Merlin F Jetton, James A Tilley, Hal Warren Pedersen
- Date: Oct 1992
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial economics; Modeling & Statistical Methods>Stochastic models