TY  - BOOK
AU  - Boudreault,Mathieu
AU  - Renaud,Jean-François
TI  - Actuarial finance: derivatives, quantitative models and risk management 
SN  - 9781119137009 (hardcover)
AV  - HG8781 .B69 2019
U1  - 368/.01 23
PY  - 2019///
CY  - Hoboken, NJ
PB  - John Wiley & Sons
KW  - Actuarial science
KW  - Insurance
KW  - Mathematics
N1  - 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
ER  -