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Long-Term Forecasting for Interest Rates
Nonparametric Approach to Forecasting Interest Rates 17 2. For each maturity M ∈ M and for every pair ... 256 256 8.57E-10 8.46E-08 2.39E-13 2.45E-19 9.65E-17 3.41E-40 512 256 2.09E-16 1.58E-19 9.06E-21 4.79E-33 ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Interest Scenarios
Interest Scenarios From a session at the annual meeting of the Society of Actuaries held in Chicago, ... and by year in the future. Interest Scenarios 17 It is true that the spreads do not stay constant ...- Authors: Application Administrator, John M Bragg, Larry M Gorski, John B Gould, Regina Lefkowitz, Sarah Christiansen, Jeffrey S Roth, John D Marcsik, Vladimir S Ladyzhets
- Date: Oct 2000
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Risk measurement - Finance & Investments; Modeling & Statistical Methods>Asset modeling; Public Policy