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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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U.S. Health Care System: Righting An Inversion
U.S. Health Care System: Righting An Inversion Essay stating Americans need to invent, implement, and evaluate sustainable health care policies, divert cash-flow streams away from projects which ...- Authors: Jim Toole
- Date: Jun 2009
- Competency: Leadership>Thought leadership
- Topics: Economics>Financial markets; Public Policy; Health & Disability>Electronic medical record
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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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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages Discussant comments for the 2009 Housing Wealth monograph paper, “Modigliani, Miller and Mortgages.” The paper is about the genesis of the credit crisis. The ...- Authors: Society of Actuaries
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
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Modeling Capital Market with Financial Signal Processing
Modeling Capital Market with Financial Signal Processing This paper discusses the theoretic framework of modeling captial markets: index-based composition methodology and statisical procedure of ...- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models
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Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation
Interaction of Market and Credit Risk: An Analysis of Inter-Risk Correlation and Risk Aggregation This paper investigates the interaction between a credit portfolio and another risk type, which ...- Authors: Klaus Bocker, Martin Hillebrand
- Date: Apr 2008
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Economics>Financial markets; Enterprise Risk Management>Financial management
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Market Forecasting and Trading Rules Based on Soft Computing Technologies
Market Forecasting and Trading Rules Based on Soft Computing Technologies Hybrids of the soft computing SC technologies have been applied to market forecasting and trading rules, and in many ...- Authors: Arnold Shapiro
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Technology & Applications>Analytics and informatics
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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages This paper asks the Modligliani-Miller question regarding the mortgage markets. The paper is essentially about the genesis of the credit crisis. The proposed ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages Abstract for the 2009 Housing Wealth monograph paper, “Modigliani, Miller and Mortgages.” This paper is essentially about the genesis of the credit crisis. The ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets
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Modigliani, Miller and Mortgages
Modigliani, Miller and Mortgages Author’s response to discussant comments for the 2009 Housing Wealth monograph paper, “Modigliani, Miller and Mortgages.” The paper is essentially about the ...- Authors: Krzysztof Ostaszewski
- Date: Sep 2009
- Competency: Strategic Insight and Integration>Big picture view
- Topics: Economics>Financial markets