LDR | | | 00000cam a2200000 i 4500 |
001 | | | MAP20070043450 |
003 | | | MAP |
005 | | | 20110310105555.0 |
008 | | | 070725s1999 gbr 000|0eng |
040 | | | $aMAP$bspa$dMAP |
084 | | | $a7 |
245 | 1 | 0 | $aInsurance and weather derivatives$b: from exotic options to exotic underlyings $cedited by Hélyette Geman |
260 | | | $aLondon$bRisk Books$ccop. 1999 |
300 | | | $aXI, 213 p.$c30 cm |
520 | 8 | | $aFrom options on stocks and currencies to options on insurance, credit and weather -- The valuation of multiple cliam insurance contracts -- CAT calls -- Pricing catastrophe insurance features and call spreads: an arbitrage approach -- A rational approach to pricing of catastrophe insurance -- Stochastic time changes in catastrophe option pricing -- Interest rate risk management and valuation of the surrender option in life insurance policies -- The catastrophe reinsurance market: economic gyrations and innovations amid major structural transformation -- The exotica portfolio: new financial instruments make bonds obsolete -- Insurance-risk securitisation and CAT insurance derivatives -- Insurance derivatives: a new asset class for the capital markets and a new hedging tool for the insurance industry -- Assessing catastrophe reinsurance-linked securities as a new asset class -- A note on pricing PCS single-event options -- The high-yield bond market: catastrophe bonds versus defaultable bonds -- The perfume of the premium II -- Insurance-linked securities -- Pricing mother nature -- Weather derivatives and hedging weather risks -- Weather derivatives: hedging mother nature -- A weather risk manegement choice: hedging with degree-day derivatives -- The Bermuda Triangle: weather, electricity and insurance derivatives |
650 | | 1 | $0MAPA20080600204$aCatástrofes naturales |
650 | 1 | 1 | $0MAPA20080612429$aRiesgos extraordinarios |
650 | | 1 | $0MAPA20080591182$aGerencia de riesgos |
650 | 1 | 1 | $0MAPA20080629755$aSeguro de riesgos extraordinarios |
650 | 1 | 1 | $0MAPA20080632168$aTransferencia Alternativa de Riesgos |
650 | | 1 | $0MAPA20080621391$aFinanciación de los riesgos |
700 | 1 | | $0MAPA20080132132$aGeman, Hélyette |
856 | | | $yMÁS INFORMACIÓN$umailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A |