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The Effect of Global Warming on Discounting Methodology
The Effect of Global Warming on Discounting Methodology This is the abstract for the presentation on the effect of global warming on discounting methodology. Abstract; 14491 7/30/2010 12:38:00 PM ...- Authors: James Bridgeman
- Date: Jul 2010
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Calibration of a Regime-Switching Interest Rate Model
Calibration of a Regime-Switching Interest Rate Model This abstract illustrates a calibration model against 60 years of historical data using a pragmatic mixture of filtering, maximum likelihood ...- Authors: James Bridgeman
- Date: Feb 2014
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Portfolio Choice with Life Annuities under Probability Distortion
Portfolio Choice with Life Annuities under Probability Distortion This abstract describes work that revisits the optimal portfolio model in a financial market with a riskless bond, a risky asset, ...- Authors: Wenyuan Zheng, James Bridgeman
- Date: Feb 2014
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Illustrations of a Regime-Switching Stochastic Interest Rate Model With Randomized Regimes
Illustrations of a Regime-Switching Stochastic Interest Rate Model With Randomized Regimes This is an abstract for Monte Carlo calculations illustrating the characteristics of a regime-switching ...- Authors: James Bridgeman
- Date: Nov 2008