D8 - Information, Knowledge, and Uncertainty - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T02:39:09+00:00Efficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets
https://www.bankofcanada.ca/2006/11/working-paper-2006-43/
The authors use the efficient hedging methodology for optimal pricing and hedging of equity-linked life insurance contracts whose payoff depends on the performance of several risky assets.2006-11-04T15:45:09+00:00enEfficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky Assets2006-11-04Financial marketsWorking Paper 2006-43 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-43.pdfEfficient Hedging and Pricing of Equity-Linked Life Insurance Contracts on Several Risky AssetsAlexander MelnikovYuliya RomanyukNovember 2006DD8D81GG1G10G12Guarding Against Large Policy Errors under Model Uncertainty
https://www.bankofcanada.ca/2006/04/working-paper-2006-13/
How can policy-makers avoid large policy errors when they are uncertain about the true model of the economy?2006-04-03T11:55:04+00:00enGuarding Against Large Policy Errors under Model Uncertainty2006-04-03Monetary policy and uncertaintyWorking Paper 2006-13 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-13.pdfGuarding Against Large Policy Errors under Model UncertaintyGino CateauApril 2006DD8D81EE5E58A Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market
https://www.bankofcanada.ca/2006/03/working-paper-2006-8/
Traders using the electronic limit order book in the foreign exchange market can watch the posted price and depth of the best quotes change over the day.2006-03-06T12:54:32+00:00enA Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order Market2006-03-06Exchange ratesFinancial marketsWorking Paper 2006-8 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-8.pdfA Structural Error-Correction Model of Best Prices and Depths in the Foreign Exchange Limit Order MarketIngrid LoStephen SappMarch 2006CC3DD8FF3F31