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The Bullet GIC as an Example
The ... of an example. 1 Consider a security with price S, that will pay either Su or Sd in one year. We can ... ppp = −− λπ ( )r ZSpSpS du +1 ])1(+[ = −− ( )S du r SpSpS ëó+1 ])1(+[ = + − (1 + r + λσs ...- Authors: Jeremy Gold, David F Babbel, Craig Merrill
- Date: Feb 2001
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Publication Name: Risks & Rewards
- Topics: Financial Reporting & Accounting>Fair value accounting