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  • Suboptimality of Asian Executive Indexed Options
    Suboptimality of Asian Executive Indexed Options Characteristics of Asian Indexed Executive Options. Presented at August 2011 Actuarial Research Conference. Derivatives;Investment strategy; ...

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    • Authors: Phelim Boyle, Jit Seng Chen, Carole L Bernard
    • Date: Aug 2011
    • Competency: Technical Skills & Analytical Problem Solving
    • Topics: Finance & Investments>Derivatives
  • 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 ...

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    • 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
  • Swaps and the Swaps Yield Curve
    Swaps and the Swaps Yield Curve Article, Swaps and the Swaps Yield Curve by Joseph G. Haubrich, reprinted with permission. From Risks and Rewards, February 2004, Issue No. 44. This article was ...

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    • Authors: Joseph G Haubrich
    • Date: Feb 2004
    • Competency: External Forces & Industry Knowledge>General business skills
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Derivatives
  • 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 ...

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    • 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
  • Fear and Loathing in Swaps
    Fear and Loathing in Swaps Fear and Loathing in Swaps by Jim Sweeney from Risks and Rewards Newsletter, April 2000, Issue No. 34. Discussion of Interest Rate Swaps. Capital markets=Stock market; ...

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    • Authors: Jim Sweeney
    • Date: Apr 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Derivatives
  • Long-Term Care: Hedging Your Bet
    Long-Term Care: Hedging Your Bet Despite a clear need and demographics which should be favorable to LTCI growth, the market remains stalled due to lack of understanding on the consumer side, and ...

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    • Authors: Dawn E Helwig, Nicola P Barrett, Rajesh Bhandula
    • Date: Dec 2007
    • Competency: External Forces & Industry Knowledge>General business skills; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Long-Term Care News
    • Topics: Enterprise Risk Management>Financial management; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Long-term Care>Long-term care insurance
  • A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options
    A Bias Reduction Technique for Monte Carlo Pricing of Early Exercise Options This presentation discusses a technique to reduce the bias from using Monte Carlo simulation to value American ...

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    • Authors: Ronald Mark Reesor, MATT DAVISON, Tyson Whitehead
    • Date: Jan 2007
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Derivatives; Modeling & Statistical Methods>Modeling efficiency
  • Options And Futures - A Teaching Session
    Options And Futures - A Teaching Session This session from the 1984 SOA Atlanta Meeting is a teaching session of options and futures and discusses the basics of options and futures, hedging ...

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    • Authors: David P Jacob, Arthur L Rebell, Richard L Sega, Alan W Sibigtroth, James A Tilley
    • Date: Apr 1984
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives
  • 4A: Primer on Private Placements and Private Debt Investment
    4A: Primer on Private Placements and Private Debt Investment In this session, panelists will lift the curtain on the main features of investment grade (IG) private placement bonds and below ...

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    • Authors: Suhrid Swaminarayan, Brian Roelke, John Petchler, David Lyon
    • Date: Mar 2018
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Professional Values>Ethical standards; Strategic Insight and Integration>Big picture view; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Finance & Investments>Asset allocation; Finance & Investments>Asset liability management; Finance & Investments>Derivatives; Finance & Investments>Investment strategy - Finance & Investments; Finance & Investments>Portfolio management - Finance & Investments
  • Credit Derivatives
    Credit Derivatives In this session from the 2005 SOA New Orleans Meeting, panelists discuss the ever-growing range of credit-derivative instruments that are becoming available including credit ...

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    • Authors: Jason Steigman, Michael R Vasseghi
    • Date: May 2005
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Derivatives