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Actuarial finance : = derivatives, q...

Renaud, Jean-Francois, (1976-)

Actuarial finance : = derivatives, quantitative models and risk management /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Actuarial finance :/ Mathieu Boudreault and Jean-Francois Renaud.
Reminder of title:	derivatives, quantitative models and risk management /
Author:	Boudreault, Mathieu.
other author:	Renaud, Jean-Francois,
Published:	Hoboken, NJ :John Wiley & Sons, : c2019.,
Description:	xxiv, 564 p. :ill. ; : 27 cm.;
Subject:	Actuarial science. -
ISBN:	9781119137009 :

Actuarial finance : = derivatives, quantitative models and risk management /
Boudreault, Mathieu.

Actuarial finance :derivatives, quantitative models and risk management /Mathieu Boudreault and Jean-Francois Renaud. - Hoboken, NJ :John Wiley & Sons,c2019. - xxiv, 564 p. :ill. ;27 cm.

Includes bibliographical references (p. 555-556) and index.

The actuary and its environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked insurance and annuities -- One-period binomial tree model -- Two-period binomial tree model -- Multi-period binomial tree model -- Further topics in the binomial tree model -- Market incompleteness and one-period trinomial tree models -- Brownian motion -- Introduction to stochastic calculus -- Introduction to the black-scholes-merton model -- Rigorous derivations of the black-scholes formula -- Applications and extensions of the black-scholes formula -- Simulation methods -- Hedging strategies in practice.

ISBN: 9781119137009 :NT3603

LCCN: 2018049407Subjects--Topical Terms:

943795
Actuarial science.

LC Class. No.: HG8781 / .B69 2019

Dewey Class. No.: 368/.01

Actuarial finance : = derivatives, quantitative models and risk management /
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245 1 0 $a Actuarial finance : $b derivatives, quantitative models and risk management / $c Mathieu Boudreault and Jean-Francois Renaud.
260 # $a Hoboken, NJ : $b John Wiley & Sons, $c c2019.
300 $a xxiv, 564 p. : $b ill. ; $c 27 cm.
504 $a Includes bibliographical references (p. 555-556) and index.
505 0 # $a The actuary and its environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked insurance and annuities -- One-period binomial tree model -- Two-period binomial tree model -- Multi-period binomial tree model -- Further topics in the binomial tree model -- Market incompleteness and one-period trinomial tree models -- Brownian motion -- Introduction to stochastic calculus -- Introduction to the black-scholes-merton model -- Rigorous derivations of the black-scholes formula -- Applications and extensions of the black-scholes formula -- Simulation methods -- Hedging strategies in practice.
650 # 0 $a Actuarial science. $3 943795
650 # 0 $a Insurance $x Mathematics. $3 677375
700 1 # $a Renaud, Jean-Francois, $d 1976- $3 1364786