Equity-Linked Life Insurance: Partial Hedging Methods by Melnikov, Alexander

Equity-Linked Life Insurance: Partial Hedging Methods (Hardcover) (ISBN-13: 9781482240269)

Vendor: Alexander Melnikov
Product type: Books
Format: Hardcover
$140.00
$140.00
$140.00
Subtotal: $140.00
Equity-Linked Life Insurance: Partial Hedging Methods by Melnikov, Alexander

Equity-Linked Life Insurance: Partial Hedging Methods

$140.00
Equity-Linked Life Insurance: Partial Hedging Methods by Melnikov, Alexander

Equity-Linked Life Insurance: Partial Hedging Methods

$140.00
Format: Hardcover
Description
Description
x

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.



Author: Alexander Melnikov,Amir Nosrati
ISBN-10: 1482240262
ISBN-13: 9781482240269
Publisher: CRC Press
Language: English
Published: 08/30/2017
Pages: 212
Format: Hardcover
Weight: 1.05lbs
Size: 9.21h x 6.14w x 0.50d
By Alexander Melnikov
By Alexander Melnikov
x

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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