Book contents
- Frontmatter
- Contents
- Preface
- 1 Introduction
- PART I TOOLS FOR RISK ANALYSIS
- PART II GENERAL INSURANCE
- PART III LIFE INSURANCE AND FINANCIAL RISK
- 12 Life and state-dependent insurance
- 13 Stochastic asset models
- 14 Financial derivatives
- 15 Integrating risk of different origin
- Appendix A Random variables: Principal tools
- Appendix B Linear algebra and stochastic vectors
- Appendix C Numerical algorithms: A third tool
- References
- Index
14 - Financial derivatives
from PART III - LIFE INSURANCE AND FINANCIAL RISK
Published online by Cambridge University Press: 05 May 2014
- Frontmatter
- Contents
- Preface
- 1 Introduction
- PART I TOOLS FOR RISK ANALYSIS
- PART II GENERAL INSURANCE
- PART III LIFE INSURANCE AND FINANCIAL RISK
- 12 Life and state-dependent insurance
- 13 Stochastic asset models
- 14 Financial derivatives
- 15 Integrating risk of different origin
- Appendix A Random variables: Principal tools
- Appendix B Linear algebra and stochastic vectors
- Appendix C Numerical algorithms: A third tool
- References
- Index
Summary
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- Type
- Chapter
- Information
- Computation and Modelling in Insurance and Finance , pp. 522 - 561Publisher: Cambridge University PressPrint publication year: 2014