Readings
| Investment Decisions: The Certainty Case | 26 |
| Multi-period Capital Budgeting under Uncertainty: Real Options Analysis | 47 |
| Capital Structure and the Cost of Capital: Theory and Evidence | 88 |
| Acquisitions, Divestitures, Restructuring, and Corporate Governance (p.781-806) | 26 |
| Modeling and Risk Management for Equity-Linked Life Insurance (p.157-169) | 13 |
| One Step in the Right Direction: The New C-3a Risk-Based Capital Component | 13 |
| Risk Management Ch. 14: Capital Allocation and Performance Measurement | 50 |
| Capital Allocation in Financial Firms | 9 |
| Specialty Guide on Economic Capital (exclude appendices) | 44 |
| VAR: Seductive but Dangerous | 12 |
| A Principles-Based Reserves and Capital Standard | 4 |
| Do Life Insurer RBC Ratios Really Reflect Underlying Risk Levels? (exclude appendix) | 13 |
| Introducing Moody’s New Liquidity Model for U.S. Life Insurance Companies | 14 |
| The New Risk-Based Insurance Capital Model | 43 |
| The Cost of Capital for Financial Firms | 52 |
| Solvency Measurement for Property-Liability Risk-Based Capital Applications | 16 |
| Financial Markets and Corporate Strategy Ch. 18: How Managerial Incentives Affect Financial Decisions | 27 |
| Risk Management Ch. 2: The New Regulatory and Corporate Environment | 52 |
| Corporate Finance Theory Ch.2: Ownership, Control, and Compensation | 41 |
| Report of the American Academy of Actuaries’ C3 Life and Annuity Capital Work Group (p.1-27) | 28 |
| The New Corporate Finance Ch.31: Theory of Risk Capital in Financial Firms | |
| Investor & Management Expectations of the “Return on Equity" | 7 |
| Capital Allocation by Percentile Layer | 27 |
| Dividend Policy: Theory and Evidence | 47 |
| Introduction | 15 |
| M&A Process Overview | 44 |
| Finance | 30 |
| Valuation Techniques | 78 |
| Integrated Risk Management Ch. 13: Contingent Leverage Strategies and Hybrid Debt | 45 |
| Financial Decision-Making: A Behavioral Perspective | 25 |
| Securitization of Life Insurance Assets and Liabilities | 32 |
| Are You Paying Too Much for That Acquisition? | 11 |
| Insurance Mergers &Acquisitions | 42 |
| Real and Illusory Value Creation by Insurance Companies (p.1-21) | 22 |
| Corporate Finance Theory Ch. 9: “Understanding and Accessing Financial Markets | 58 |
| Life, Health and Annuity Reinsurance Ch. 5: Advanced Methods of Reinsurance | 74 |
| Financial Markets and Corporate Strategy Ch. 19: The Information Conveyed by Financial Decisions | 31 |
| Integrated Risk Management Ch. 16: A Case Study: The Securitization of Catastrophic Risk | 39 |
| Provision for Equity-linked Liabilities (p.11-14) | 5 |
| Modeling Long-term Stock Returns | 32 |
| Maximum Likelihood Estimation for Stock Return Models | 18 |
| The Left-Tail Calibration Method | 12 |
| Markov Chain Monte Carlo (MCMC) Estimation | 18 |
| Swaps | 31 |
| Binomial Trees | 22 |
| Wiener Processes and Ito’s Lemma | 18 |
| The Black-Scholes-Merton model | 33 |
| Exotic Options | 25 |
| Swaps Revisited | 15 |
| Equity-Indexed Life Products | 11 |
| Variable Annuities: “No Loss” Propositions” (Sections 1 through 3.6 only) | 12 |
| What Does An Option Pricing Model Tell Us About Option Prices? | 4 |
| Investment Management for Insurers Ch 13: Problems Encountered in Valuing Interest Rate Derivatives | 16 |
| The New Corporate Finance Ch.32 How to Use the Holes in Black-Scholes | 7 |
| Modeling the Guarantee Liability | 20 |
| Dynamic hedging for separate account guarantees | 24 |
| Guaranteed Annuity Options | 16 |
| Equity-Indexed Annuities | 27 |
| The Greek letters | 32 |
| Volatility Smiles | 18 |
| Basic Numerical Procedures | 44 |
| Estimating Volatilities and Correlations | 20 |
| More on Models and Numerical Procedures (26.1, 26.2, 26.3 only) | 31 |
| Martingales and Measures | 23 |
| Interest Rate Derivatives: The Standard Market Models | 20 |
| Convexity, Timing, and Quanto Adjustments | 13 |
| Interest Rate Derivatives: Models of the Short Rate | 29 |
| Interest Rate Derivatives: HJM and LMM | 18 |
| The Oxford Guide to Financial Modeling Ch.5 and Ch.6 | 86 |
| Model Risk | 10 |
| Use of Stochastic Techniques to Value Actuarial Liabilities Under Canadian GAAP | 26 |
| Investment Management for Insurers Ch. 11: “The Four Faces of an Interest Rate Model” | 12 |
| Empirical properties of asset returns: stylized facts and statistical issues | 11 |
| Validation of Long-Term Equity Return Models for Equity-Linked Guarantees | 19 |
| Market Equilibrium: CAPM and APT (pp. 164-188) | 25 |
| Efficient Capital Markets: Theory | 22 |
| Efficient Capital Markets: Evidence | 33 |
| Information Asymmetry and Agency Theory | 47 |
| An Introduction to Applicable Game Theory (p.127-149) | 22 |
| Finance Applications of Game Theory | 19 |
It makes a total of 2191 pages. Gun it down in 3 months~~
