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  • Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View
    Risk Management at a Leading Canadian Bank: An Actuarial Science Graduate's View Presentation ... Projects • Internal Capital Assessment Projects 17 17 Risk Management Credit Derivatives • Credit ...

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    • Authors: Yu Zhou
    • Date: Aug 2005
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Topics: Enterprise Risk Management; Enterprise Risk Management>Operational risks; Finance & Investments>Derivatives
  • On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
    On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework ... Review of Financial Studies, 14, 1, 113- 147. [17] Moreno, M. and Navas, J. F. (2003). On the Robustness ...

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    • Authors: Yu Zhou
    • Date: Sep 2008
    • Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
    • Topics: Economics>Financial economics; Economics>Financial markets; Modeling & Statistical Methods>Regression analysis