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Catalogue Information
Field name	Details
Dewey Class	368.01
Title	Financial Risk and Derivatives ([EBook] :) : A Special Issue of the Geneva Papers on Risk and Insurance Theory / / edited by Henri Loubergé, Marti G. Subrahmanyam.
Added Personal Name	Loubergé, Henri editor.
Added Personal Name	Subrahmanyam, Marti G. editor.
Other name(s)	SpringerLink (Online service)
Publication	Dordrecht : : Springer Netherlands, , 1996.
Physical Details	141 p. : online resource.
ISBN	9789400918269
Summary Note	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.:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-94-009-1826-9
Links to Related Works	Subject References: Actuarial science . Actuarial Sciences . Finance . Finance, general . Mathematics . Microeconomics . Authors: Loubergé, Henri . Subrahmanyam, Marti G. . Corporate Authors: SpringerLink (Online service) . Classification: 368.01 .

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Financial Risk and Derivatives: A Special Issue of the Geneva Papers on Risk and Insurance Theory /

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