01943cam a22003618i 4500 5513 5513 20945867 OSt 20230621113318.0 190207s2019 nju b 001 0 eng c 2018049407 9781119137009 (hardcover) WaSeSS/DLC eng rda WaSeSS pcc HG8781 .B69 2019 368/.01 23 Boudreault, Mathieu, author. Actuarial finance : derivatives, quantitative models and risk management / Mathieu Boudreault and Jean-François Renaud. 1902 Hoboken, NJ : John Wiley & Sons, 2019. pages cm text rdacontent unmediated rdamedia volume rdacarrier Includes bibliographical references and index. The actuary and its environment -- Financial markets and their securities -- Forwards and futures -- Swaps -- Options -- Engineering basic options -- Engineering advanced derivatives -- Equity-linked insurance and annuities -- One-period binomial tree model -- Two-period binomial tree model -- Multi-period binomial tree model -- Further topics in the binomial tree model -- Market incompleteness and one-period trinomial tree models -- Brownian motion -- Introduction to stochastic calculus -- Introduction to the black-scholes-merton model -- Rigorous derivations of the black-scholes formula -- Applications and extensions of the black-scholes formula -- Simulation methods -- Hedging strategies in practice. Actuarial science. Insurance Mathematics. Renaud, Jean-François, 1976- author. Online version: Boudreault, Mathieu, author. Actuarial finance Hoboken, NJ : John Wiley & Sons, 2019 9781119137016 (DLC) 2019022136 7 cbc orignew 1 ecip 20 y-gencatlg lcc BK 0 0 lcc 0 0 LPL LPL GEN 2022-12-08 purchase 8205.00 0 HG8781 .B69 2019 2022/13,990 2022-12-08 00:00:00 13,990 2022-12-08 BK 0 0 lcc 0 0 LPL LPL GEN 2022-12-08 purchase 8205.00 0 HG8781 .B69 2019 2022/13,991 2022-12-08 00:00:00 13,991 2022-12-08 BK 0 0 lcc 0 0 LPL LPL GEN 2022-12-08 purchase 8205.00 0 HG8781 .B69 2019 2022/13,992 2022-12-08 00:00:00 13,992 2022-12-08 BK 0 0 lcc 0 0 LPL LPL GEN 2022-12-08 purchase 8205.00 0 HG8781 .B69 2019 2022/13,993 2022-12-08 00:00:00 13,993 2022-12-08 BK 0 0 lcc 0 0 LPL LPL GEN 2022-12-08 purchase 8205.00 1 HG8781 .B69 2019 2022/13,994 2023-03-30 00:00:00 2023-03-17 13,994 2022-12-08 BK