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Change Points and a Regime-Switching, Scenario Generator with Continuous Parameter Distributions for Mean and Volatility
Change Points and a Regime-Switching, Scenario Generator with Continuous Parameter Distributions for Mean and Volatility This is an abstract for research that uses change-points to calibrate a ...- Authors: Matthew Clayton Modisett
- Date: Nov 2008
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Country Focus: Euroland
Country Focus: Euroland In this article, the author discusses Solvency II and Risk Management in Europe. Asset liability management=ALM;Derivatives;International Accounting Standards Board=IASB; ...- Authors: Matthew Clayton Modisett
- Date: Dec 2010
- Competency: External Forces & Industry Knowledge
- Publication Name: International News
- Topics: Financial Reporting & Accounting>International Accounting Standards Board [IASB]