Financial Risk and Derivatives

A Special Issue of the Geneva Papers on Risk and Insurance Theory

Häftad, Engelska, 1996

1 105 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

This text represents an overview of the present state of the art in theoretical research dealing with financial issues of significance for insurance science. It provides an 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.

Produktinformation

Utgivningsdatum:1996-09-30
Mått:155 x 235 x 10 mm
Vikt:381 g
Format:Häftad
Språk:Engelska
Antal sidor:137
Förlag:Kluwer Academic Publishers
ISBN:9780792398011

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Innehållsförteckning

Introductory 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.