Equity-Linked Life Insurance: Partial Hedging Methods
暫譯: 股權連結人壽保險：部分對沖方法
Melnikov, Alexander, Nosrati, Amir
- 出版商: CRC
- 出版日期: 2020-09-30
- 售價: $2,350
- 貴賓價: 9.5 折 $2,233
- 語言: 英文
- 頁數: 212
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0367657775
- ISBN-13: 9780367657772
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商品描述
This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.
商品描述(中文翻譯)
本書專注於將現代數學金融中的部分對沖方法應用於與股權相關的壽險合約。它提供了一個易於理解且最新的介紹，幫助量化金融和保險風險。本書還解釋了如何從部分對沖的角度為創新的金融和保險產品定價。每一章都呈現問題、數學公式、理論結果、推導細節、數值示例以及進一步閱讀的參考資料。
作者簡介
Alexander Melnikov is a Professor at the University of Alberta.
Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.
作者簡介(中文翻譯)
亞歷山大·梅爾尼科夫是阿爾伯塔大學的教授。
阿米爾·諾斯拉提在阿爾伯塔大學完成了數學金融的博士學位。
