Financial Risk and Derivatives

A Special Issue of the Geneva Papers on Risk and Insurance Theory

Henri Loubergé, Marti G. Subrahmanyam (Herausgeber)

Buch | Softcover

137 Seiten

1996 | Reprinted from GENEVA PAPERS ON RISK AND INSURANCE THEORY, 21:1, 1996
Springer (Verlag)
978-0-7923-9801-1 (ISBN)

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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.

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.

Zusatzinfo	141 p.
Verlagsort	Dordrecht
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Versicherungsbetriebslehre
	Wirtschaft ► Volkswirtschaftslehre ► Mikroökonomie
ISBN-10	0-7923-9801-7 / 0792398017
ISBN-13	978-0-7923-9801-1 / 9780792398011
Zustand	Neuware