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  • Scenario Generation: Valuation versus Strategy Development
    Development The article discusses under which conditions it is appropriate to use the true probability ... probability distribution or the risk-neutral probability distribution for interest rate scenario generation.

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    • Authors: Luke Girard, Mark S Tenney
    • Date: Aug 1999
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Risks & Rewards
    • Topics: Modeling & Statistical Methods>Scenario generation
  • Risks and Rewards Newsletter, August 1999, Issue No. 33.
    Risks and Rewards Newsletter, August 1999, Issue No. 33. Full version of Risks and Rewards Newsletter, ... Newsletter, August 1999, Issue No. 33. Full version of Risks and Rewards Newsletter, August 1999, Issue ...

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    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards