00000nam a22000008i 4500 UP-99849408841410318 Buklod 20230802100951.0 m |o d | ta 230802s2019 nju b 001 0 eng c 9781119137009 (hardcover) 20945867 DLC eng rda eng DMLUC HG 8781 B69 2019 Boudreault, Mathieu author Actuarial finance derivatives, quantitative models and risk management Mathieu Boudreault and Jean-François Renaud. Hoboken, New Jersey John Wiley & Sons 2019 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. FO UPD DSTC HG 8781 B69 2019 Book