1
-
2
of
2
results (0.45 seconds)
Sort By:
-
Cox, Ingersoll and Ross Models of Interest Rates
complicated. If I work with this process, I don't care about the nature of this Brownian motion. This ... (Figure 14). I can prove the following theorem. Do we care about risk, about interest rate models, in the real ...- 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
-
Risks in Investment Accumulation Products: Recent Research
Risks in Investment Accumulation Products: Recent Research 1999 SOA Annual Meeting, San Francisco. ... investment officer at Sun Life of Canada. His primary activity is asset/liability management, including ...- Authors: Steven Miller, Peter Tilley, Martin Leroux
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments; Modeling & Statistical Methods