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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 for Options Pricing In this paper, we illustrate how to value American-style options using the ...- 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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Interesting Challenges For Insurers
Interesting Challenges For Insurers Feature article discussing how market interest rates and bond yields dropped in response to the global financial crisis in late 2008, and they have struggled ...- Authors: John Fenton, Mark Scanlon, Jaidev Iyer
- Date: Jun 2012
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Product Matters!
- Topics: Economics>Financial economics; Economics>Financial markets
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Pricing American Options without Expiry Date
Pricing American Options without Expiry Date This paper discusses the martingale approach for pricing American-type options without an expiry date. These options include the perpetual American ...- Authors: Carisa K W Yu
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial economics; Economics>Financial markets
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Systemic Risk Arising from a Financial System that Requires Growth in a World with Limited Oil Supply
Systemic Risk Arising from a Financial System that Requires Growth in a World with Limited Oil Supply Explains that the conflict of two forces – a need for economic growth in a world that can no ...- Authors: Gail E Tverberg
- Date: Jan 2011
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Topics: Economics>Financial economics; Economics>Financial markets
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Taking Stock: What Ever Happened to the "Invisible Hand"?
Taking Stock: What Ever Happened to the "Invisible Hand"? The article makes reference to how the intervention by government agencies and institutions into the financial marketplace ...- Authors: Nino A Boezio
- Date: Feb 2016
- Competency: External Forces & Industry Knowledge; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Effective decision-making; Strategic Insight and Integration>Influence decisions; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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Intégration de la science des systèmes dans la gestion du risque : Partie 1 — Démystifier le risque, l’équilibre et les chocs exogènes
Intégration de la science des systèmes dans la gestion du risque : Partie 1 — Démystifier le risque, l’équilibre et les chocs exogènes Risk management techniques do not include ...- Authors: Bryon Robidoux
- Date: Feb 2024
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous Shocks
Infusing Systems Science in Risk Management: Part 1—Debunking Risk, Equilibrium, and Exogenous Shocks Risk management techniques do not include system science. System science requires that the ...- Authors: Bryon Robidoux
- Date: Feb 2024
- Competency: Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risk Management
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Economics>Macroeconomics; Enterprise Risk Management; Enterprise Risk Management>Risk measurement - ERM; Enterprise Risk Management>Strategic risks; Enterprise Risk Management>Systematic risk; Enterprise Risk Management>Systemic risk
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International Economic Scenarios
International Economic Scenarios Presented at June 1985 Spring Meeting. This session features a discussion by a panel of economists covering likely economic scenarios in the short- and ...- Authors: Carl E Beigie, Elisabetta Bigsby, Douglas W Parkin, Joann Williams
- Date: Jun 1985
- Competency: External Forces & Industry Knowledge>External forces and business performance
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial economics; Economics>Financial markets; Global Perspectives
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Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory
Real Options in Radical Uncertainty: Part 2—The Limits of Financial Option Theory This is the second part of a 2 part series on Real options analysis (ROA). This article looks into the ...- Authors: Bryon Robidoux
- Date: Sep 2023
- Competency: Results-Oriented Solutions; Strategic Insight and Integration; Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics; Economics>Behavioral economics; Economics>Financial economics; Economics>Financial markets; Enterprise Risk Management; Enterprise Risk Management>Portfolio management - ERM; Enterprise Risk Management>Risk measurement - ERM