| ISBN： | 9781119137009 hardcover : |
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| 编目源： | WaSeSS/DLC WaSeSS |
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| 语种代码： | eng |
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| 个人名称： | Boudreault, Mathieu, |
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| 题名： | Actuarial finance : derivatives, quantitative models and risk management / Edited by Mathieu Boudreault and Jean-François Renaud. |
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| 出版发行项： | Hoboken, NJ : John Wiley & Sons, 2019. |
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| 载体形态： | xxiv, 564 p. : ill. ; 26 cm. |
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| 书目附注： | Includes bibliographical references (p. 555-556) and index. |
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| 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. |
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