Student Work
Analysis of Fund Mapping Techniques for Variable Annuities
公开可下载的内容
open in viewerOur project tested the accuracy of projected mutual fund returns (via fund mappings) relative to the actual performance of the mutual fund. To achieve this, we performed Monte-Carlo simulations using geometric Brownian motion. Utilizing Excel's VBA, we generated many scenarios to draw conclusions about fund mapping reliability. We modified parameters within the simulation in order to isolate factors that affected the fund mapping's accuracy, and analyzed the specific effects of these variables to provide our sponsor, Towers Perrin, with recommendations.
- This report represents the work of one or more WPI undergraduate students submitted to the faculty as evidence of completion of a degree requirement. WPI routinely publishes these reports on its website without editorial or peer review.
- Creator
- Publisher
- Identifier
- E-project-011310-141059
- Advisor
- Year
- 2010
- Sponsor
- Date created
- 2010-01-13
- Resource type
- Major
- Rights statement
- 最新修改
- 2021-01-26
关系
- 属于 Collection:
项目
Permanent link to this page: https://digital.wpi.edu/show/1r66j2625