Papers by Robert R Reitano
Chapman and Hall/CRC eBooks, Dec 2, 2022
Chapman and Hall/CRC eBooks, Feb 6, 2024
Chapman and Hall/CRC eBooks, Feb 6, 2024
Chapman and Hall/CRC eBooks, Feb 6, 2024
Chapman and Hall/CRC eBooks, Feb 6, 2024
... Given these assumptions, we then obtain: Market Value Duration Convexity Assets Liabilities S... more ... Given these assumptions, we then obtain: Market Value Duration Convexity Assets Liabilities Surplus 73.25 63.97 4.243 34.94 25.89 96.85 9.28 4.858 0 It is easy to check that the assetduration equals the liability duration times the ratio of liability to asset market values. ...
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Sep 27, 2022
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Jul 24, 2023
Chapman and Hall/CRC eBooks, Dec 2, 2022
Chapman and Hall/CRC eBooks, Sep 27, 2022
Chapman and Hall/CRC eBooks, Apr 21, 2023
Chapman and Hall/CRC eBooks, Dec 2, 2022
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Papers by Robert R Reitano