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Asset-Backed Securities
at the 1999 Annual Meeting of the Society of Actuaries, held October 17-20 in San Francisco. The panelists ... panelists discuss the characteristics of more popular forms of asset-backed securities, including receivables ...- 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
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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer ... relating to the Cox, Ingersoll & Ross model of interest rates, including an effective way of pricing ...- 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