The macro inputs of valuation hubris and happenstance
Derivatives pricing when one cannot borrow at the risk free rate
The impact of Solvency II regulation on the ability of insurance companies to provide long-term financing: Issues for discussion Dario Focarelli Director.
The macro inputs of valuation hubris and happenstance Aswath Damodaran Updated: January 2013 Aswath Damodaran 1.
Pricing pension funds guarantees using a copula approach Marco Micocci – Giovanni Masala University of Cagliari – Department of Economics Via S. Ignazio.
Valuation of IR Derivatives in a new Regulatory Environment
Session 3: Discount rate basics the Risk free rate
Session 4: Equity Risk Premiums