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 |
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 | ||
|