Path-dependent contingent claims and insurance policies: Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies - Image 1

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LAP Lambert Academic Publishing Path-dependent contingent claims and insurance policies: Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies

Name: Path-dependent contingent claims and insurance policies: Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies
Brand: LAP Lambert Academic Publishing
Price: 66.0 GBP
Availability: InStock

Mathematics

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Description

Discrete time models play a crucial role both in finance and insurance for pricing path-dependent financial derivatives and for evaluating the premiums of insurance products when explicit formulas are not available. In particular, this book is devoted to propose lattice-based models for pricing Asian options, arithmetic period-average reset options, and for evaluating the fair single and periodical premiums of equity-linked life insurance policies with or without embedded surrender options. In a lattice framework, the common feature of these evaluation problems is the huge computational complexity. The proposed approximation models reduce the problem computational complexity and allow to obtain accurate results with respect to the other existing pricing models. The focus on these financial and insurance products is motivated by their increasing importance in financial and insurance markets. Indeed, market operators require new products that can better customize their requirements. As a consequence, new more complex financial products have been created and innovations and additional characteristics have been introduced in derivative and insurance contracts.

Product Specifications

Brand: LAP Lambert Academic Publishing
Format: paperback
ASIN: 3847347039
Category: Books > Subjects > Science, Nature & Maths > Mathematics
Domain: Amazon UK
Release Date: 16 January 2012
Listed Since: 18 January 2012

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LAP Lambert Academic Publishing Path-dependent contingent claims and insurance policies: Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies

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It has never been this cheap. We have no record of a lower price.

LAP Lambert Academic Publishing Path-dependent contingent claims and insurance policies: Discrete time models for pricing path-dependent options and evaluating the premiums of equity-linked insurance policies

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Price Distribution

Price Analysis

Description

Product Specifications

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