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  • The Valuation of Interest-Senstive Cash Flows Using the Symbolic Methed
    from which the duration and convexity follow as direct calculations. It is also possible to calculate ... cash flow occurs at each time) ~ '* Particular care must be taken with the error term and its relationships ...

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    • Authors: Matthew Clayton Modisett
    • Date: Jan 1992
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Annuities>Fixed annuities; Finance & Investments; Modeling & Statistical Methods>Stochastic models
  • A Market Value Balance Sheet: Why and How
    A Market Value Balance Sheet: Why and How This paper presents a theoretical framework ... values, mirrors current accounting and will permit direct translation of current practices, permits off-setting ...

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    • Authors: Matthew Clayton Modisett
    • Date: Jan 1993
    • Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
    • Publication Name: Actuarial Research Clearing House
    • Topics: Financial Reporting & Accounting>Fair value accounting