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Actuarial finance : = derivatives, q...
~
Renaud, Jean-Francois, (1976-)
Actuarial finance : = derivatives, quantitative models and risk management /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Actuarial finance :/ Mathieu Boudreault and Jean-Francois Renaud.
其他題名:
derivatives, quantitative models and risk management /
作者:
Boudreault, Mathieu.
其他作者:
Renaud, Jean-Francois,
出版者:
Hoboken, NJ :John Wiley & Sons, : c2019.,
面頁冊數:
xxiv, 564 p. :ill. ; : 27 cm.;
標題:
Insurance - Mathematics. -
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:
677375
Insurance
--Mathematics.
LC Class. No.: HG8781 / .B69 2019
Dewey Class. No.: 368/.01
Actuarial finance : = derivatives, quantitative models and risk management /
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