Centro de Documentacion de Fundación MAPFRE - Implications of risk management : the cases of options valuation and pricing insurance contracts : a tutorial

Publicación: Liège : EURO : University of Liège, 1994Descripción física: 5 p. ; 30 cmNotas: Donación de AGERSPonencia 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 LiègeSumario: 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 methodsMateria / lugar / evento: Gerencia de riesgos Unión Europea Conferencias Financiación de los riesgos Evaluación de riesgos Contrato de seguro Productos financieros Documento AGERS Otros autores: European Association of Operational Research Societies
University of Liège
Mini Euro-Conference (4th: 1994: Liège)
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