1
-
2
of
2
results (0.75 seconds)
Sort By:
-
A Multivariate Approach to Duration Analysis
that does not depend on a mathematical formulation of the way in which a yield curve moves. Consequently ... practical and relatively easy to apply. From the Actuarial Research Clearing House ARCH 1989 Vol.- Authors: Robert Reitano
- Date: Jan 1989
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
-
A Multivariate Approach to Immunization Theory
Approach to Immunization Theory The author previously wrote about extending the general nonparallel shlft approach ... duration analysis. This paper explores the immunization properties of that model. In addition, applications ...- Authors: Robert Reitano
- Date: Aug 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods