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

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<title>Implications of risk management</title>
<subTitle> : the cases of options valuation and pricing insurance contracts : a tutorial</subTitle>
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<namePart>Kliger, Doron</namePart>
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<namePart>European Association of Operational Research Societies</namePart>
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<name type="corporate" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080443382">
<namePart>University of Liège</namePart>
<nameIdentifier>MAPA20080443382</nameIdentifier>
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<name type="conference" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080484972">
<namePart>Mini Euro-Conference 4th 1994 Liège</namePart>
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<typeOfResource>text</typeOfResource>
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<placeTerm type="text">Liège</placeTerm>
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<publisher>EURO</publisher>
<publisher>University of Liège</publisher>
<dateIssued>1994</dateIssued>
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<languageTerm type="code" authority="iso639-2b">eng</languageTerm>
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<extent>5 p. 30 cm</extent>
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<abstract displayLabel="Summary">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</abstract>
<note type="statement of responsibility">Doron Kliger, Benny Levikson</note>
<note>Donación de AGERS</note>
<note>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</note>
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<topic>Gerencia de riesgos</topic>
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<topic>Unión Europea</topic>
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<topic>Conferencias</topic>
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<topic>Financiación de los riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080601522">
<topic>Evaluación de riesgos</topic>
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<subject authority="lcshac" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080584290">
<topic>Contrato de seguro</topic>
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<topic>Productos financieros</topic>
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<topic>Documento AGERS</topic>
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