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Two Paradigms for the Market Value of Liabilities
investors selling a given insurer's GICs short. The primary example of short market activity is the sale of ... AIDS, where proceeds have been used for medical care, this market is more akin to a secured financing ...- Authors: Robert Reitano
- Date: Oct 1999
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Financial Reporting & Accounting>Fair value accounting
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Multivariate Duration Analysis
the approximation from 0.0136% to 0.0066%. The primary limitation of the parallel shift approach is that ... basis to model P(i) and an option-pricing model or direct calculation, Du(i0) and Cu(io) can be estimated ...- Authors: Robert Reitano
- Date: Jan 1999
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods