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Implications of risk management : the cases of options valuation and pricing insurance contracts : a tutorial

Implications of risk management : the cases of options valuation and pricing insurance contracts : a tutorial
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MARC record
Tag12Value
LDR  00000cam a22000004b 4500
001  MAP20089002191
003  MAP
005  20170112181045.0
008  070924s1994 bel|||| ||||||eng d
035  ‎$a‎MAP20070006191
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎7
1001 ‎$0‎MAPA20080074562‎$a‎Kliger, Doron
24510‎$a‎Implications of risk management‎$b‎ : the cases of options valuation and pricing insurance contracts : a tutorial‎$c‎Doron Kliger, Benny Levikson
260  ‎$a‎Liège‎$b‎EURO‎$b‎University of Liège‎$c‎1994
300  ‎$a‎5 p.‎$c‎30 cm
500  ‎$a‎Donación de AGERS
500  ‎$a‎Ponencia presentada en "Risk management : 4th mini Euro-Conference : A meeting place for indutries companies and universities", celebrada em Liège, 4 al 6 mayo de 1994, organizada por the European Association of Operational Research Societies y University of Liège
520  ‎$a‎The present paper demonstrate pricing methods of two financial assets via risk management. First valuate a call option and a warrant (the latter being a variant of a call option), then price several insurance contracts. In both cases it start with a review of known results and then develope more sophisticated pricig methods
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 1‎$0‎MAPA20080567613‎$a‎Unión Europea
650 1‎$0‎MAPA20080561864‎$a‎Conferencias
650 1‎$0‎MAPA20080621391‎$a‎Financiación de los riesgos
650 1‎$0‎MAPA20080601522‎$a‎Evaluación de riesgos
650 1‎$0‎MAPA20080584290‎$a‎Contrato de seguro
650 1‎$0‎MAPA20080603182‎$a‎Productos financieros
650  ‎$0‎MAPA20170000693‎$a‎Documento AGERS
7102 ‎$0‎MAPA20080473297‎$a‎European Association of Operational Research Societies
7102 ‎$0‎MAPA20080443382‎$a‎University of Liège
7112 ‎$0‎MAPA20080484972‎$a‎Mini Euro-Conference‎$n‎4th‎$d‎1994‎$c‎Liège
856  ‎$q‎application/pdf‎$w‎1033407‎$y‎Recurso electrónico / electronic resource