1
-
10
of
15
results (0.61 seconds)
Sort By:
-
The Coming Revolution in Risk Management
The Coming Revolution in Risk Management This articles describes some of the industry issues that new-generation ... modeling technologies can address and the emerging technology of simultion as it applies to risk modeling ...- Authors: Lilli Segre Tossani
- Date: Oct 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models
-
The Importance of Making Things More Complex
The Importance of Making Things More Complex Feature article discussing the complexity of financial ...- Authors: Steven Scoles
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
-
Taking Stock: Debt, Currencies, Inflation and the Redistribution of Wealth
Stock: Debt, Currencies, Inflation and the Redistribution of Wealth A discussion on how, as some have ... for countries such as the United States and the Eurozone, as large amounts of money are being expended ...- Authors: Nino A Boezio
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
-
Scenario Generation: Valuation versus Strategy Development
Development The article discusses under which conditions it is appropriate to use the true probability ... probability distribution or the risk-neutral probability distribution for interest rate scenario generation.- Authors: Luke Girard, Mark S Tenney
- Date: Aug 1999
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Scenario generation
-
Implications of Real World Customer Behavior in RiskNeutral Hedging
Implications of Real World Customer Behavior in RiskNeutral Hedging This article discusses a simple ... simple simulation model that analyzes the implications of using real world assumptions for determining customer ...- Authors: Mark Evans
- Date: Aug 2006
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Dynamic simulation models
-
Value Investing in Canada: Recent Experience and Drivers of Performance
Drivers of Performance In this article, we will analyze the recent value investing experience in the Canadian ... Canadian equity market, determine the main macroeconomic variables that drove the value cycle performance in ...- Authors: Alejandro C Chomski
- Date: Feb 2012
- Competency: Professional Values>Practice expertise; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments
-
Risk Management of Guarantees on Equity—Oriented Products
Risk Management of Guarantees on Equity—Oriented Products This article summarizes Hubert Mueller's ... Mueller's presentation at the SOA's Risk Management Seminar on the risk management of guarantees on equity-oriented ...- Authors: Hubert B Mueller
- Date: May 2002
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Enterprise Risk Management>Financial management
-
2017 SOA Annual Meeting - Session 58 - Validation of Assets
2017 SOA Annual Meeting - Session 58 - Validation of Assets The article summarizes a session on ... 58 - Validation of Assets The article summarizes a session on asset validation; the featured speakers ...- Authors: Scott Houghton
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition; Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Asset liability management
-
Stochastic Volatility And Option Pricing
Stochastic Volatility And Option Pricing ... Feature article discussing the use of stochastic volatility models in the pricing of investments and options ...- Authors: Daniel Dufresne
- Date: Feb 2010
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Modeling & Statistical Methods>Stochastic models
-
Those Pesky Arithmetic Means (Part 2)
example of how the formula could be applied, consider the small company stock return data from the 2008 ... 82-year history of returns, where the calendar-year arithmetic mean is 17.1 percent and the geometric mean ...- Authors: Richard Joss
- Date: Aug 2012
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Finance & Investments>Investment strategy - Finance & Investments