E-Book, Englisch, 137 Seiten, eBook
Loubergé / Subrahmanyam Financial Risk and Derivatives
Erscheinungsjahr 2012
ISBN: 978-94-009-1826-9
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
A Special Issue of the Geneva Papers on Risk and Insurance Theory
E-Book, Englisch, 137 Seiten, eBook
ISBN: 978-94-009-1826-9
Verlag: Springer Netherland
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.