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Actuarial finance : derivatives, quantitative models and risk management / / Mathieu Boudreault and Jean-Francois Renaud
| Actuarial finance : derivatives, quantitative models and risk management / / Mathieu Boudreault and Jean-Francois Renaud |
| Autore | Boudreault Mathieu |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley, , 2019 |
| Descrizione fisica | 1 online resource (591 pages) |
| Disciplina | 658.155 |
| Soggetto topico |
Financial risk management
Finance - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-13702-0
1-119-52643-4 1-119-13701-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Actuaries and their environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- 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. |
| Record Nr. | UNINA-9910554808603321 |
Boudreault Mathieu
|
||
| Hoboken, NJ : , : John Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Actuarial finance : derivatives, quantitative models and risk management / / Mathieu Boudreault and Jean-Francois Renaud
| Actuarial finance : derivatives, quantitative models and risk management / / Mathieu Boudreault and Jean-Francois Renaud |
| Autore | Boudreault Mathieu |
| Pubbl/distr/stampa | Hoboken, NJ : , : John Wiley, , 2019 |
| Descrizione fisica | 1 online resource (591 pages) : illustrations |
| Disciplina | 658.155 |
| Soggetto topico |
Financial risk management
Finance - Mathematical models |
| ISBN |
1-119-13702-0
1-119-52643-4 1-119-13701-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Actuaries and their environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- 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. |
| Record Nr. | UNINA-9910829927403321 |
|
Boudreault Mathieu
|
||
| Hoboken, NJ : , : John Wiley, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||