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Cox, Ingersoll and Ross Models of Interest Rates
Cox, Ingersoll and Ross Models of Interest Rates Presented at May 2002 Spring Meeting. Our lecturer presents findings from a research project relating to the Cox, Ingersoll & Ross model ...- Authors: Peter Tilley, Wojciech Szatzschneider
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
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Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations
Corporate Modeling And Forecasting - Practical Aspects Of The Valuation Actuary Recommendations Presented at May 1986 Spring Meeting. This session discussion is about the purposes, tools and ...- Authors: Michael C Batte, Joseph J Buff, Dennis Carr, Russell B Tucker, Stanley B Tulin
- Date: May 1986
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Asset liability management; Modeling & Statistical Methods>Forecasting