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Modeling Investments for Pricing Purposes
-300 -200 -100 0 100 200 300 Treasury Rate Change 17 Mortgage-backed + Duration Weighted Treasury Securities ... 83 82 i0 1/2 100-08 129 76 98 70 68 84 79 12 105-17 85 88 105 59 64 61 75 FNI5: 8 92-09 102 89 88 81 ...- Authors: Application Administrator, Paul A Hekman, Robert LaLonde, Dennis A Blume
- Date: Jun 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments
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Anatomy of an Earned-Interest Rate
Anatomy of an Earned-Interest Rate In session 4 PD of the Montreal Spring Meeting panelists discuss ... it came out, Anatomy of an Earned Interest Rate 17 and that is with rates fairly the same. That put ...- Authors: Paul A Hekman, R Thomas Herget, Thomas R Kochis, Lawrence R Zeno
- Date: Jun 1997
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Financial Reporting & Accounting