✦ LIBER ✦

Survivor Derivatives: A Consistent Pricing Framework

✍ Scribed by Paul Dawson; Kevin Dowd; Andrew J. G. Cairns; David Blake

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Pricing Framework for Real Estate Deri

✍ Frank J. Fabozzi; Robert J. Shiller; Radu S. Tunaru 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 840 KB

A CONSISTENT PRICING MODEL FOR INDEX OPT

✍ Rama Cont; Thomas Kokholm 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 513 KB

A UNIFIED FRAMEWORK FOR PRICING CREDIT A

✍ Erhan Bayraktar; Bo Yang 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 369 KB

A PDE pricing framework for cross-curren

✍ Duy Minh Dang; Christina C. Christara; Kenneth R. Jackson; Asif Lakhany 📂 Article 📅 2010 🏛 Elsevier 🌐 English ⚖ 282 KB

A framework for strategic industrial pri

✍ Subhash C. Jain; Michael V. Laric 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 399 KB

Securitization of Longevity Risk: Pricin

✍ Michel Denuit; Pierre Devolder; Anne-Cécile Goderniaux 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 815 KB