hvince , edge effectiveness testing for fas 133 vince ,
as we discussed , subject to minor changes the attached paper will appear in
the j of applied corporate planning . i ' d be most interested in your
comments .
by the way , if you like the yield curve generation process described in the
paper , we ' d be happy to perform a simulation , so that you can compare the
results based on the to the hjm procees .
i look forward to getting together with you when you come to ny to attend
the garp conference , around february 13 . just give me a brief warning .
regards ,
andy
andrew kalotay associates , inc .
( 212 ) 482 - 0900
andy @ kalotay . com
visit our web - site http : / / www . kalotay . com
- fasl 33 article . doc
hvince , edge effectiveness testing for fas 133
vince ,
as we discussed , subject to minor changes the attached paper will appear in
the j of applied corporate planning . i ' d be most interested in your
comments .
by the way , if you like the yield curve generation process described in the
paper , we ' d be happy to perform a simulation , so that you can compare the
results based on the to the hjm procees .
i look forward to getting together with you when you come to ny to attend
the garp conference , around february 13 . just give me a brief warning .
regards ,
andy
andrew kalotay associates , inc .
( 212 ) 482 - 0900
andy @ kalotay . com
visit our web - site http : / / www . kalotay . com
- fasl 33 article . doc