Longevity Basis Risk: A methodology for assessing basis risk
basis risk
-
Upload
sankar-nayak -
Category
Documents
-
view
7 -
download
0
description
risk basis
Transcript of basis risk
B001 BS02 BS11 BS00 0 0 1B002 BS02 BS06 BS00 1 0 1B003 BS02 BS05 BS00 0 0 1B004 BS02 BS12 BS00 1 0 1B005 BS04 BS11 BS00 0 0 1B006 BS04 BS06 BS00 1 0 1B007 BS04 BS05 BS00 0 0 1B008 BS04 BS12 BS00 1 0 1B009 BS03 BS11 BS00 1 0 1B010 BS03 BS05 BS00 1 0 1B011 BS10 BS05 BS00 1 0 1B012 BS10 BS12 BS00 1 0 1B013 BS01 BS11 BS00 0 0 1B014 BS01 BS06 BS00 0 0 1B015 BS01 BS05 BS00 0 0 1B016 BS01 BS12 BS00 0 0 1B017 BS07 BS09 BS00 1 0 1B018 BS08 BS11 BS00 1 0 1B019 BS13 BS14 BS00 1 0 1BSAC BS15 BS00 1 0 2BSCF BS16 BS00 1 0 2BSCT BS17 BS00 1 0 2BSPF BS18 BS00 1 0 2BSSC BS19 BS00 1 0 2