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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll ... dttrtdWtrtdr ttt ))(()()()( bas -+= ttt bas ,, Þ 2 4 s a ³ Cox, Ingersoll And Ross Models Of Interest ... ý ü î í ì +ú û ù ê ë é ++= Î =++= ds s sbs s s db )('2)()(2)( C ifFinally function ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
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Asset-Backed Securities
_________________________________ *Copyright © 2000, Society of Actuaries †Mr. Burman, not a member ... Vice President Investments at Great-West Life & Annuity in Englewood, CO. §Mr. Friesen, not a member of ...- Authors: Peter Tilley, Mark S Corbett, Ernie P Friesen, Anatoly Burman
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments