Providence University Luking Library Webpac

Home > Information

Check-outs :

Brief

MARC

005

20210818105350.0

008

210818s2019 nju b 001 0 eng c

001		1633093
010		\|a2018049407
020		\|a9781119137009\|q(hardcover)
020		\|a1119137004\|q(hardcover)
040		\|aWaSeSS/DLC\|beng\|erda\|cDLC\|dPVY
042		\|apcc
050	00	\|aHG8781\|b.B69 2019
082	00	\|a368/.01\|223
100	1	\|aBoudreault, Mathieu,\|eauthor.
245	10	\|aActuarial finance :\|bderivatives, quantitative models and risk management /\|cMathieu Boudreault and Jean-François Renaud.
260		\|aHoboken, NJ :\|bJohn Wiley & Sons, Inc.,\|c2019.
300		\|axxiv, 564 pages ;\|c27 cm
336		\|atext\|btxt\|2rdacontent
337		\|aunmediated\|bn\|2rdamedia
338		\|avolume\|bnc\|2rdacarrier
504		\|aIncludes bibliographical references and index.
505	0	\|aThe 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.
650	0	\|aActuarial science.
650	0	\|aInsurance\|xMathematics.
700	1	\|aRenaud, Jean-François,\|d1976-\|eauthor.
910		\|a20210818
095		\|d368.01\|eB661\|pBOOK

人氣指樹

Export

Top

Please login for this service.

Similar Items :