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Excess Spread Approach toPricing and Valuing SPDAs
Excess Spread Approach toPricing and Valuing SPDAs Interest sensitive products including SPDAs can be thought of as spread lending business. The purpose of the paper is to introduce the excess ...- Authors: Mark Griffin
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Annuities>Pricing - Annuities; Enterprise Risk Management