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Economy & Finance Contingent Convertible Bonds

SPEAKER ANSHUMAN PRASAD Director, Risk and Analytics CRISIL Global Research & Analytics October 2013 © 2013 CRISIL Ltd. All rights reserved. Contingent Convertible Bonds…

Documents A Numerical Method to Find the Probability of Ultimate Ruin

Insurance: Mathematics and Economics 36 (2005) 399–420 A numerical method to find the probability of ultimate ruin in the classical risk model with stochastic return on…

Documents Merrill Lynch Credit Derivatives Handbook 2006 Volume 1

CREDIT DERIVATIVES 14 February 2006 Credit Derivatives Strategy New York: (1) 212 449-0104 London: (44) 20 7995-3948 Credit Derivatives Handbook 2006 – Vol. 1 A Guide to…

Documents reliability.pptx

Slide 1 Reliability & Quality Engineering (ME-524) Instructor: Dr. Syed Amir Iqbal. A little about me: B.E in Mechanical, NED UET Masters in Mechanical Engineering (Specialization…

Documents Ecology of grey squirrels

1. Analysis of Gray SquirrelPopulation in Northern West Virginia BIO-411 Shreya Ray 20091069 2. 1. Find empirical data to construct the projection (Leslie) matrixfor a particular…

Documents Optics Notes

Classical and Modern Optics Daniel A. Steck Oregon Center for Optics and Department of Physics, University of Oregon Copyright © 2006, by Daniel Adam Steck. All rights reserved.…

Economy & Finance CDS and Loss function: CDO Tranches

1. Advanced tools for Risk Management and Asset PricingGroup assignment - a.a. 2011-2012Giulio Laudani (1256809)Alberto Manassero (1248376)Marco Micieli (1255470)June 8,…

Economy & Finance The Opacity of the CDS Basis

1. The Opacity of the CDS Basis Gaetan LionMarch 30, 2012 1 2. Why is this an important topic?2 3. CDS is a huge BusinessNominal CDS contract outstanding exceeds World GNP.3…

Health & Medicine Update on Osteoporosis

1. Start treatment for Osteoporosis after Fracture . . . . Teriparatide ( ? ) Sushrut Hosp, Research Centre & Post-Graduate Institute of Orthopedics, Nagpur, India. www…

Economy & Finance A value at risk framework for longevity risk printversion 0

1. A Value-at-risk framework for longevity trend risk A discussion paper By S. J. Richards, I. D. Currie and G. P. Ritchie Presented to The Institute and Faculty of Actuaries…