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Immunization Theory: A Simplified Example
Immunization Theory: A Simplified Example This provides a basic example of a mathematical model which may be used to build an investment portfolio which will minimize the risk of interest rate ...- Authors: James C Hickman, LORI LYNN SCHUMACHER, DAVID C WU
- Date: Jan 1983
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling
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Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence
Interest Rate Volatility and Equilibrium Models of the Term Structure: Empirical Evidence This research paper examines the justification of using the one-factor general equilibrium model of Cox, ...- Authors: Marc A Godin
- Date: Jan 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Asset modeling