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  • Financial Economics: The Option You Can't Refuse
    achieve equity returns without having to take a direct equity position. Options on such futures allow ... transaction? From GM’s point of view, it doesn’t really care whether you sold that bond to me or someone else ...

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    • Authors: David N Becker
    • Date: Jun 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Asset modeling
  • Using Derivative Securities
    I understand it, was that it should track the primary instrument you’re hedging within a band of 80–120% ... correlation of the hedge. How well is it tracking the primary instrument that you’re trying to protect? Is it ...

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    • Authors: Nino A Boezio, Anthony Dardis, William S Cook
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives; Public Policy
  • Accounting for Investments
    Accounting for Investments Presented at May 1996 Spring Meeting. The investment environment has ... with originating or acquiring loans and initial direct cost. FAS 91 prescribes the interest method of ...

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    • Authors: Douglas C Kolsrud, Cathy Engelbert, Arnold Brousell
    • Date: May 1996
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives; Financial Reporting & Accounting; Modeling & Statistical Methods>Asset modeling
  • Pricing and Managing Derivative Risk: An Integral Risk Function
    Pricing and Managing Derivative Risk: An Integral Risk Function Discusses the types of risks that ... risks include mortality-, morbidity- and health-care type risks. The final risk, liquidity, was rarely ...

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    • Authors: James P Greaton, Paul Haley, Novian Junus, Marshall C Greenbaum, Howard Zail
    • Date: Oct 2002
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives