书目详细信息
： Actuarial finance :
书目信息 机读格式(MARC)
| ISBN： | 9781119137009 |
|---|---|
| 编目源： | WaSeSS/DLC WaSeSS |
| 个人名称： | Boudreault, Mathieu, |
| 题名： | Actuarial finance : derivatives, quantitative models and risk management / Mathieu Boudreault and Jean-François Renaud. |
| 索书号： | F224.0/B756E |
| 载体形态： | xxiv, 564 pages : illustrations ; 26 cm |
| 书目附注： | Includes bibliographical references (pages 555-556) and index. |
| 格式化内容附注： | 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. |