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Financial Risk and Derivatives

A Special Issue of the Geneva Papers on Risk and Insurance Theory

  • Book
  • © 1996

Overview

Editors:
  1. Henri Loubergé
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  2. Marti G. Subrahmanyam
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Table of contents (7 chapters)

  1. Front Matter

    Pages 1-4
    Download chapter PDF

  2. Introductory Note

    • Henri Loubergé
    Pages 5-6

  3. The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims

    • Marti G. Subrahmanyam
    Pages 7-28

  4. Some Remarks on Modeling the Term Structure of Interest Rates

    • Günter Franke
    Pages 29-33

  5. Exotic Unit-Linked Life Insurance Contracts

    • Steinar Ekern, Svein-Arne Persson
    Pages 35-63

  6. Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts

    • J. Aase Nielsen, Klaus Sandmann
    Pages 65-102

  7. Optimal Dynamic Hedging in Incomplete Futures Markets

    • Abraham Lioui, Pascal Nguyen Duc Trong, Patrice Poncet
    Pages 103-122

  8. Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices

    • Suk Heun Yoon, Sumon C. Mazumdar
    Pages 123-141
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Keywords

About this book

Financial Risk and Derivatives provides an excellent illustration of the links that have developed in recent years between the theory of finance on one hand and insurance economics and actuarial science on the other. Advances in contingent claims analysis and developments in the academic and practical literature dealing with the management of financial risks reflect the close relationships between insurance and innovations in finance.
The book represents an overview of the present state of the art in theoretical research dealing with financial issues of significance for insurance science. It will hopefully provide an impetus to further developments in applied insurance research.

Bibliographic Information

  • Book Title: Financial Risk and Derivatives

  • Book Subtitle: A Special Issue of the Geneva Papers on Risk and Insurance Theory

  • Editors: Henri Loubergé, Marti G. Subrahmanyam

  • DOI: https://doi.org/10.1007/978-94-009-1826-9

  • Publisher: Springer Dordrecht

  • eBook Packages: Springer Book Archive

  • Copyright Information: Kluwer Academic Publishers 1996

  • Softcover ISBN: 978-0-7923-9801-1Published: 30 September 1996

  • eBook ISBN: 978-94-009-1826-9Published: 06 December 2012

  • Edition Number: 1

  • Number of Pages: IV, 137

  • Topics: Actuarial Sciences, Finance, general, Microeconomics

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