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A01=Alexander Melnikov
A01=Amir Nosrati
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Equity-Linked Life Insurance

★★★★★
★★★★★

English

By (author): Alexander Melnikov Amir Nosrati

This book focuses on the application of the partial hedging approach from modern math finance to equity-linked life insurance contracts. It provides an accessible, up-to-date introduction to quantifying financial and insurance risks. The book also explains how to price innovative financial and insurance products from partial hedging perspectives. Each chapter presents the problem, the mathematical formulation, theoretical results, derivation details, numerical illustrations, and references to further reading.

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€58.99
A01=Alexander MelnikovA01=Amir NosratiAge Group_UncategorizedAmir NosratiAuthor_Alexander MelnikovAuthor_Amir Nosratiautomatic-updateBermudan OptionBlackScholes ModelCategory1=Non-FictionCategory=KFFCategory=PBTCOP=United KingdomCVaR MinimizationDelivery_Pre-orderEfficient Hedgingeq_business-finance-laweq_isMigrated=2eq_non-fictionGMDBhedgeHedging ProblemImperfect HedgingIto FormulaLanguage_EnglishLevy ProcessLocal MartingaleMartingale MeasureMax Min ProblemMinimal HedgeOptimal CVaROptimal Trading StrategyPA=Temporarily unavailableperfectPerfect HedgePlain Vanilla Call OptionPower Loss FunctionPrice_€50 to €100PS=ActiveQuadratic HedgingQuantile HedgingsoftlaunchStochastic BasisStochastic ExponentialsStochastic IntegralUnique Equivalent Martingale MeasureWiener Process

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Product Details
  • Weight: 308g
  • Dimensions: 156 x 234mm
  • Publication Date: 30 Sep 2020
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Language: English
  • ISBN13: 9780367657772

About Alexander MelnikovAmir Nosrati

Alexander Melnikov is a Professor at the University of Alberta.

Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.

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