Financial Risk and Derivatives
A Special Issue of the Geneva Papers on Risk and Insurance Theory
Published on 14. March 2012
Book
Paperback/Softback
IV, 137 pages
978-94-010-7314-1 (ISBN)
Description
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.
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.
More details
Edition
Softcover reprint of the original 1st ed. 1996
Language
English
Place of publication
Dordrecht
Netherlands
Target group
Professional and scholarly
Research
Illustrations
IV, 137 p.
Dimensions
Height: 240 mm
Width: 160 mm
Thickness: 9 mm
Weight
243 gr
ISBN-13
978-94-010-7314-1 (9789401073141)
DOI
10.1007/978-94-009-1826-9
Schweitzer Classification
Other editions
Additional editions
Henri Loubergé | Marti G. Subrahmanyam
Financial Risk and Derivatives
A Special Issue of the Geneva Papers on Risk and Insurance Theory
Book
09/1996
Kluwer Academic Publishers
€106.99
Shipment within 15-20 days
Content
Introductory Note.- The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims.- Some Remarks on Modeling the Term Structure of Interest Rates.- Exotic Unit-Linked Life Insurance Contracts.- Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts.- Optimal Dynamic Hedging in Incomplete Futures Markets.- Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices.