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Options on Bonds and Applications to Product Pricing
This paper presents a theoretical approach to the valuation of options on bonds, a computer model for valuing ... such options, an application of options theory to evaluate the risk of call options on corporate bonds ...- Authors: Robert P Clancy
- Date: Oct 1985
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Finance & Investments
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Are We Prepared for Interest Rates to Rise Again?
Are We Prepared for Interest Rates to Rise Again? 1994 SOA Spring Meeting, Orlando. This session ... Orlando. This session focused on the possible impacts of a return to higher interest rates and explored ...- Authors: Randall Boushek, Shane A Chalke, Robert P Clancy, Prakash A Shimpi
- Date: Apr 1994
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Economics; Finance & Investments