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Author : G. Kotreshwar
Publisher : Unknown
Page : 0 pages
File Size : 53,5 Mb
Release : 2008
Category : Derivative securities
ISBN : 9350440636
Author : J. David Cummins,Richard D. Phillips,Stephen David Smith
Publisher : Unknown
Page : 52 pages
File Size : 53,8 Mb
Release : 1997
Category : Derivative securities
ISBN : PSU:000031957908
Author : Michael Himick
Publisher : Routledge
Page : 174 pages
File Size : 48,6 Mb
Release : 2020-09-29
Category : Business & Economics
ISBN : 9781135916657
Securitized Insurance Risk is one of the first books to focus exclusively on the convergence of the insurance and financial markets in risk management and the emergence of insurance risk as a non-correlated asset class. Written for insurers and investors alike, this book explores the opportunities available to forward-looking risk and investment managers. Chapters by prominent experts specifically address: the win-win principle behind securitizing insurance risk; current structures, including catastrophe bonds, structured notes, catastrophe options, and swaps; partnering financial market tools with traditional reinsurance programs; holding insurance risk, uncorrelated with stocks and bonds; pricing insurance risk instruments and evaluating basic risk; and regulatory and accounting concerns.
Author : Anonim
Publisher : Pearson Education India
Page : 676 pages
File Size : 41,9 Mb
Release : 2024-06-17
Category : Electronic
ISBN : 8131759938
Author : Geoffrey Poitras
Publisher : Academic Press
Page : 628 pages
File Size : 53,8 Mb
Release : 2002-06-10
Category : Business & Economics
ISBN : 0125588224
Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.
Author : Mathieu Boudreault,Jean-François Renaud
Publisher : John Wiley & Sons
Page : 597 pages
File Size : 40,8 Mb
Release : 2019-04-09
Category : Mathematics
ISBN : 9781119137009
A new textbook offering a comprehensive introduction to models and techniques for the emerging field of actuarial Finance Drs. Boudreault and Renaud answer the need for a clear, application-oriented guide to the growing field of actuarial finance with this volume, which focuses on the mathematical models and techniques used in actuarial finance for the pricing and hedging of actuarial liabilities exposed to financial markets and other contingencies. With roots in modern financial mathematics, actuarial finance presents unique challenges due to the long-term nature of insurance liabilities, the presence of mortality or other contingencies and the structure and regulations of the insurance and pension markets. Motivated, designed and written for and by actuaries, this book puts actuarial applications at the forefront in addition to balancing mathematics and finance at an adequate level to actuarial undergraduates. While the classical theory of financial mathematics is discussed, the authors provide a thorough grounding in such crucial topics as recognizing embedded options in actuarial liabilities, adequately quantifying and pricing liabilities, and using derivatives and other assets to manage actuarial and financial risks. Actuarial applications are emphasized and illustrated with about 300 examples and 200 exercises. The book also comprises end-of-chapter point-form summaries to help the reader review the most important concepts. Additional topics and features include: Compares pricing in insurance and financial markets Discusses event-triggered derivatives such as weather, catastrophe and longevity derivatives and how they can be used for risk management; Introduces equity-linked insurance and annuities (EIAs, VAs), relates them to common derivatives and how to manage mortality for these products Introduces pricing and replication in incomplete markets and analyze the impact of market incompleteness on insurance and risk management; Presents immunization techniques alongside Greeks-based hedging; Covers in detail how to delta-gamma/rho/vega hedge a liability and how to rebalance periodically a hedging portfolio. This text will prove itself a firm foundation for undergraduate courses in financial mathematics or economics, actuarial mathematics or derivative markets. It is also highly applicable to current and future actuaries preparing for the exams or actuary professionals looking for a valuable addition to their reference shelf. As of 2019, the book covers significant parts of the Society of Actuaries’ Exams FM, IFM and QFI Core, and the Casualty Actuarial Society’s Exams 2 and 3F. It is assumed the reader has basic skills in calculus (differentiation and integration of functions), probability (at the level of the Society of Actuaries’ Exam P), interest theory (time value of money) and, ideally, a basic understanding of elementary stochastic processes such as random walks.
Author : John C. Hull
Publisher : John Wiley & Sons
Page : 743 pages
File Size : 49,8 Mb
Release : 2015-03-05
Category : Business & Economics
ISBN : 9781118955963
The most complete, up to date guide to risk management in finance Risk Management and Financial Institutions explains all aspects of financial risk and financial institution regulation, helping readers better understand the financial markets and potential dangers. This new fourth edition has been updated to reflect the major developments in the industry, including the finalization of Basel III, the fundamental review of the trading book, SEFs, CCPs, and the new rules affecting derivatives markets. There are new chapters on enterprise risk management and scenario analysis. Readers learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource. All financial professionals need a thorough background in risk and the interlacing connections between financial institutions to better understand the market, defend against systemic dangers, and perform their jobs. This book provides a complete picture of the risk management industry and practice, with the most up to date information. Understand how risk affects different types of financial institutions Learn the different types of risk and how they are managed Study the most current regulatory issues that deal with risk Risk management is paramount with the dangers inherent in the financial system, and a deep understanding is essential for anyone working in the finance industry; today, risk management is part of everyone's job. For complete information and comprehensive coverage of the latest industry issues and practices, Risk Management and Financial Institutions is an informative, authoritative guide.
Author : René M. Stulz
Publisher : Unknown
Page : 128 pages
File Size : 53,6 Mb
Release : 2003
Category : Electronic
ISBN : 8131501884
Author : Christopher L. Culp
Publisher : John Wiley & Sons
Page : 590 pages
File Size : 49,9 Mb
Release : 2002-07-11
Category : Business & Economics
ISBN : 9780471263692
Learn about today's hottest new risk management tools One of the hottest areas of finance today, alternative risk transfer, or ART, refers to the use of various insurance products to manage market, credit, operational, legal, environmental, and other forms of risk. As the capital and insurance markets continue to converge, the number and complexity of new risk-defraying insurance products available to corporations, brokerages, money managers and other financial professionals will continue to grow. Expert Christopher L. Culp uses case studies of recent ART transactions used by risk managers to put the field into perspective for financial professionals and to acquaint them with the various types of risk control products now available. In addition he explores, in-depth, the links between ART, derivatives and bank-arranged risk financing, and he explains the key differences between classic insurance products and financial guarantees, risk financing, bundled layering, and other ART forms.
Author : Satyajit Das
Publisher : Unknown
Page : 0 pages
File Size : 41,5 Mb
Release : 2006
Category : Derivative securities
ISBN : OCLC:1392125150
Author : Eric Briys,François de Varenne
Publisher : John Wiley & Sons
Page : 184 pages
File Size : 53,7 Mb
Release : 2001-06-29
Category : Business & Economics
ISBN : UOM:39015055453198
An in-depth look at the increasingly significant convergence between the insurance industry and the capital markets. This important publication, by two premier financial experts, explores the unique convergence of finance and insurance. The book covers the basics of property-casualty insurance, securitizing insurance risks, looks at life insurance in the United States and ALM in insurance. It addresses the questions and concerns of investment banks, brokerage firms and the insurance/reinsurance sector itself, examines ongoing trends and issues, and how current market pressures on insurance companies do not just create challenges but actually point the way to future promising developments.
Author : Hélyette Geman
Publisher : Risk Books
Page : 213 pages
File Size : 42,6 Mb
Release : 1999
Category : Business & Economics
ISBN : 189933257X
A unique and diverse resource on the developing theory and practice of pricing and managing insurance derivatives, insurance-risk securitisation and weather derivatives.
Author : Satyajit Das
Publisher : John Wiley & Sons
Page : 1358 pages
File Size : 53,7 Mb
Release : 2006
Category : Business & Economics
ISBN : CORNELL:31924100604580
The Das Swaps & Financial Derivatives Library - Third Edition Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing).
Author : CHATTERJEA,Robert A Jarrow
Publisher : World Scientific Publishing Company
Page : 0 pages
File Size : 49,9 Mb
Release : 2024-07-03
Category : Business & Economics
ISBN : 9811291640
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Author : Chance,Brooks
Publisher : Unknown
Page : 640 pages
File Size : 46,6 Mb
Release : 2015-01-01
Category : Electronic
ISBN : 1305104994
