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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond Introduction to option pricing using Black-Scholes. Discussion on the limitations of Black-Scholes and ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Two For The Price Of One
Two For The Price Of One Feature article discussing the 2009 price action - periods of extreme distress and incredible euphoria across the global financial markets. The reversals experienced ...- Authors: BRETT J GALLAGHER
- Date: Feb 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments; Global Perspectives
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The Long and Short Runs of Investing in Equities
The Long and Short Runs of Investing in Equities The Long and Short (Runs) of Investing in Equities by Peter Yoo from Risks and Rewards Newsletter, March 1999, Issue No. 32. Financial economics; ...- Authors: Peter Yoo
- Date: Mar 1999
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments
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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues in applying these tools to price equity-linked insurance products. Clear, accessible explanation of key ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Understanding Equity Risk Premium
Understanding Equity Risk Premium This article discusses equity risk premium, what it is, how it should be measured, if a constant risk premium provides the best model and what are reasonable ...- Authors: Richard Wendt
- Date: Feb 2002
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments
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Taking Stock: Trump, Trade and Financial Volatility
Taking Stock: Trump, Trade and Financial Volatility 3/31/2019 12:00:00 AM ...- Authors: Nino A Boezio
- Date: Mar 2019
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Economic capital; Finance & Investments>Investment policy
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A Few Comments on Academic Finance
A Few Comments on Academic Finance Discussion of significant anomalies in option pricing due to the independent identically distributed assumption of the Black Scholes formula. ;; Financial ...- Authors: Richard Joss
- Date: Sep 2012
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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So Long to 30-year Treasuries:How Suspension Of The Long Bond Could Impact Markets
So Long to 30-year Treasuries:How Suspension Of The Long Bond Could Impact Markets Suspension of 30-year Treasury auctions will have minimal impact on bond market structure in the near term, but ...- Authors: Society of Actuaries
- Date: Feb 2002
- Competency: External Forces & Industry Knowledge
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Investments