Financial Risk and Derivatives

Name: Financial Risk and Derivatives
Author: Henri Loubergé

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

Paperback Engels 2012 9789401073141

120,99

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Samenvatting

Financial 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.

Specificaties

ISBN13:9789401073141

Taal:Engels

Bindwijze:paperback

Aantal pagina's:141

Uitgever:Springer Netherlands

Druk:0

Hoofdrubriek:Economie, Financieel management

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Inhoudsopgave

Introductory Note; H. Loubergé. The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims; M.G. Subrahamanyam. Some Remarks on Modeling the Term Structure of Interest Rates; G. Franke. Exotic Unit-Linked Life Insurance Contracts; S. Ekern, S.-A. Persson. Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts; J.A. Nielsen, K. Sandmann. Optimal Dynamic Hedging in Incomplete Futures Markets; A. Lioui, et al. Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices; S.H. Yoon, S.C. Mazumdar.