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Asset Modeling II
Asset Modeling II 1996 Valuation Actuary Symposium. This session about asset modeling discussed securities with options and derivatives, corporate government debt, mortgage-backed securities, ...- Authors: John E Heinmiller, Joseph M Rafson, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Modeling CMOs
Modeling CMOs This article suggests ways for small insurance companies to obtain modeling information on more intricate assets, such as collateralized mortgage obligations [CMO], at a low cost.- Authors: DALE ALLEN HALL
- Date: May 1998
- Competency: External Forces & Industry Knowledge; Technical Skills & Analytical Problem Solving
- Publication Name: Small Talk
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Aspects of Interest Rate Models
Aspects of Interest Rate Models Interest rate modeling is discussed in this paper with special emphasis on the long and short rate model of Brennan and Schwartz. Comment is made on an unexpected ...- Authors: Keith Sharp
- Date: Jan 1991
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling
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Asset Modeling I
Asset Modeling I 1996 Valuation Actuary Symposium. This session discusses the purposes of building an asset model, the resource requirements, model validation, model granularity, understanding ...- Authors: John E Heinmiller, Joseph M Rafson, Peter Fitton
- Date: Jan 1996
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Finance & Investments; Modeling & Statistical Methods>Asset modeling