Actuarial finance : derivatives, quantit
β Boudreault, Mathieu; Renaud, Jean-FranΓ§ois
π Library
π
2019
π John Wiley & Sons
π English
β¦ LIBER β¦
π
Actuarial finance : derivatives, quantitative models and risk management
β Scribed by Boudreault, Mathieu; Renaud, Jean-FranΓ§ois
- Publisher
- John Wiley & Sons
- Year
- 2019
- Tongue
- English
- Leaves
- 591
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Table of Contents
Content: 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.
β¦ Subjects
Actuarial science.;Insurance -- Mathematics.
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