Risk neutral simulation 

1 - 3 van 3 voor risk neutral simulation

Tilburg finance tool huisstijl pdf
... 5.2 numerical discretization--12 6 risk neutral simulation--12 6.1 risk-neutral simulation and the term structure--13 6.2 risk neutral simulation equity--14 6.3 risk neutral simulation of bond funds implementing constant ... will be equal to (23) and risk neutral setting by deduction. equation (54) is part of system (51). 6.2 risk neutral simulation equity equity equation (5) together with ...
cpb.nl

gamma simulation model ageing pensions and public finances pdf
... answer policy questions that have intergenerational implications, a computable simulation model should obey four conditions it should incorporate long- ... but perfect capital markets enable households to insure against longevity risk. the population model in section 2.1 outlines the ... 25 note, the user costs of capital are not inflation neutral. an inflation increase given constant real rates of return ...
cpb.nl  meer van deze site

20110527161500__GBI Annual Report 2010.pdf
... while proprietary trading activity was largely restricted to intraday and carried a market neutral non-directional bias. furthermore, thanks to the division's in-house training programs ... interest rate risk. sensitivity analyses are based on both economic value and earnings perspectives. interest sensitivity is measured by applying standard parallel yield curve shifts, historical simulation approach ...
garantibank.nl