Market Consistency

Market Consistency and WMC [2]

Go to: Summary | Previous | Next
Bullet points include: Market consistency. What is it and in what areas of finance (insurance, pensions, banking and asset management) is it relevant? Economic Scenario Generators and Monte Carlo simulations. Weighted Monte Carlo techniques. Some of the ideas explored here are covered in Kemp (2009). Market Consistency: Model Calibration in Imperfect Markets

Bullet points include: Market consistency. What is it and in what areas of finance (insurance, pensions, banking and asset management) is it relevant? Economic Scenario Generators and Monte Carlo simulations. Weighted Monte Carlo techniques. Some of the ideas explored here are covered in Kemp (2009). Market Consistency: Model Calibration in Imperfect Markets

NAVIGATION LINKS
Contents | Prev | Next | Library

Desktop view | Switch to Mobile