MAP20089002191Kliger, DoronImplications of risk management : the cases of options valuation and pricing insurance contracts : a tutorial / Doron Kliger, Benny Levikson. — Liège : EURO : University of Liège, 19945 p. ; 30 cmDonación 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 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 methods1. 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. Título.
