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On the Existence of an Optimal Regression Complexity in the Least-Square Monte Carlo LSM Framework for Options Pricing
Chapter 3, we use four American put options as our primary examples (Table 2). Table 2: Examples of ... Standard errors are listed in parentheses. Our primary measure of valuation accuracy is the percent error: ...- 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
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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 ... Squareds) 5 5 Goals of Risk Management • The primary goal of Risk Management is to support the Bank’s ...- 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