Free Delivery Over $100
|
|
|||
|
||||
OverviewFinancial Risk and Derivatives provides an excellent illustration of the links that have developed in recent years between the theory of finance on one hand and insurance economics and actuarial science on the other. Advances in contingent claims analysis and developments in the academic and practical literature dealing with the management of financial risks reflect the close relationships between insurance and innovations in finance. The book represents an overview of the present state of the art in theoretical research dealing with financial issues of significance for insurance science. It will hopefully provide an impetus to further developments in applied insurance research. Full Product DetailsAuthor: Henri Loubergé , Marti G. SubrahmanyamPublisher: Springer Imprint: Springer Edition: Softcover reprint of the original 1st ed. 1996 Dimensions: Width: 16.00cm , Height: 0.80cm , Length: 24.00cm Weight: 0.244kg ISBN: 9789401073141ISBN 10: 9401073147 Pages: 137 Publication Date: 14 March 2012 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsIntroductory Note.- The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims.- Some Remarks on Modeling the Term Structure of Interest Rates.- Exotic Unit-Linked Life Insurance Contracts.- Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts.- Optimal Dynamic Hedging in Incomplete Futures Markets.- Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices.ReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
||||
