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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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Objetos digitales
MAP20089002191
Kliger, Doron ‌
Implications of risk management : the cases of options valuation and pricing insurance contracts : a tutorial / Doron Kliger, Benny Levikson. — Liège : EURO : University of Liège, 1994
5 p. ; 30 cm
Donación de AGERS. — Ponencia 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
Sumario: The 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
1. Gerencia de riesgos ‌. 2. Unión Europea ‌. 3. Conferencias ‌. 4. Financiación de los riesgos ‌. 5. Evaluación de riesgos ‌. 6. Contrato de seguro ‌. 7. Productos financieros ‌. 8. Documento AGERS ‌. I. European Association of Operational Research Societies ‌. II. University of Liège ‌. III. Mini Euro-Conference (4th: 1994: Liège) ‌. IV. Title.