Re: Exercise in Bowers (fwd)

( Gennadiy.Gorodnitskiy@empirehealthcare.com )
Thu, 26 Aug 1999 16:41:17 -0400

I think you made a very common mistake. We have to remember. ln(v)=-delta where
-delta is negative force of interest. This formula would be handy
for percentiles methods from chapter 5 and 6.