Category Archives: Uncategorized

Markets are only fair with mass transparency at low to no cost on price data

Markets require mass transparency to get even a few people to have a dialogue on substance based on numbers.  This requires a population of millions to generate a substantive discussion by even a few people. Derivatives data that is hidden … Continue reading

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SLV RS-DMRP Comparison Graph one year yield Dec 2000

SLV RS-DMRP Comparison Graph  one year yield Dec 2000.  This is a repeat of earlier graph but is given here for completeness with others.  Click on graph to see clearer version with distinct writing. == ==

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SLV RS-DMRP Comparison Graph 20 year minus one year yield Dec 2000

SLV RS-DMRP Comparison Graph 20 year minus one year yield Dec 2000.  Click on graph to see clearer version with distinct writing. == ==

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SLV RS-DMRP Comparison Graph 20 year yield Dec 2000

The Academy of Actuaries SLV model and Regime Switching DMRP are compared starting from December 2000.  Click on graph to see clearer version with more distinct writing. = == SLV v RSDMRP 20 year yield start Dec 2000

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2011 Valuation Actuary Symposium Faye Albert Mark Tenney Economic Scenario Generators

Faye Albert and Mark Tenney presentation on Economic Scenario Generators at 2011 Valuation Actuary Symposium. http://www.soa.org/files/pd/2011-orlando-valact-57.pdf The graphs are hard to read, so you may want to buy the e-book version, which has clear copies of the graphs. e-book vendor … Continue reading

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RSESG Hello World

RSESG (TM) stands for Regime Switching Economic Scenario Generator.   Information relating to the Regime Switching DMRP Economic Scenario Generator is provided here.  Other topics including applications are covered.

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RSESG Comparison Graph 2000 1 year yield

The following is the full picture that the header is a partial picture from.  Click on graph to see enlarged clearer version where writing is distinct. RSDMRP v DMRP 5th 95th Percentile Pair Dec 2000 Start 1 year yield US … Continue reading

Posted in Beaglehole Tenney, Beaglehole Tenney Double Decay Model, Ben Bernanke, DMRP, Federal Reserve Board, Mark Tenney Interest Rate Model, Quantitative Easing, Regime Switching DMRP, Solvency II, Two Factor Black Karasinski, Two Factor Vasicek, Uncategorized, Zero Rate Policy | Leave a comment