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  • Introduction to Value-At-Risk
    discussed, the banking institutions were the primary originators of the VAR concept. Their trading ... also design specified pricing functions to take care of nonlinearities. Now I can price options. I can ...

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    • Authors: Edward P Mohoric, Deborah K Orlando, Mark C Abbott
    • Date: Jun 1998
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Value at risk - Finance & Investments
  • Risky Business: Covering Your Assets
    5PDA with what I'll call an accrual hedge. My primary decomposition was actually a bond that was going ... a regulatory point of view, those are the two primary things that we tend to focus on, which excludes ...

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    • Authors: Cindy L Forbes, Francis Sabatini, Anthony Dardis, Mark C Abbott
    • Date: Jun 1998
    • Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management; Finance & Investments>Risk measurement - Finance & Investments