Equity-Linked Life Insurance by Alexander Melnikov
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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Foundations of Quantitative Finance: Book III. The Integrals of Riemann, Lebesgue and (Riemann-)Stieltjes
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Introduction to Credit Risk Modeling
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Financial Mathematics
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Handbook of Price Impact Modeling
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Financial Modelling with Jump Processes
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Martingale Pricing
- Introduction to Financial Derivatives with Python
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Risk Analysis in Finance and Insurance
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Poisson Process and its Fractional Extensions with Applications
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Python for Asset Management
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Sustainable Financial Structured Products
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Handbook of Quantitative Sustainable Finance
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Foundations of Quantitative Finance Book II: Probability Spaces and Random Variables
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XVA Analysis
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Model-free Hedging
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Portfolio Optimization
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An Introduction to Computational Risk Management of Equity-Linked Insurance
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Monte Carlo Methods and Models in Finance and Insurance
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An Introduction to Financial Mathematics
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Principles of Portfolio Choice
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Introduction to Risk Parity and Budgeting
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Structured Credit Portfolio Analysis, Baskets and CDOs
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Stochastic Financial Models
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Arbitrage and Rational Decisions
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Stochastic Finance
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Understanding Risk
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High-Performance Computing in Finance
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Derivative Pricing
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A Technical Guide to Mathematical Finance
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Malliavin Calculus in Finance
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Risk Measures and Insurance Solvency Benchmarks
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Financial Modelling in Commodity Markets
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Engineering BGM
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Foundations of Quantitative Finance, Book VII: Brownian Motion and Other Stochastic Processes
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Unravelling the Credit Crunch
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Counterparty Risk and Funding
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Vier Werke-Vier Klaviere
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Sergei Prokofiev: Piano Sonatas Nos. 1, 3 & 5/Visions Fugitives
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Alexander Melnikov: Fantasie - 7 Composers, 7 Keyboards
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A Course of Stochastic Analysis
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Three Sonatas: Mozart, Schubert, Chopin
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Risk Analysis in Finance and Insurance
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Trio Pour Cor, Violon Et
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Rachmaninov: Etudes-Tableaux, Corelli Variations, Six Poems
Alexander Melnikov is a Professor at the University of Alberta.
Amir Nosrati completed his PhD in Mathematical Finance at the University of Alberta.
| SKU | Unavailable |
| ISBN 13 | 9781482240269 |
| ISBN 10 | 1482240262 |
| Title | Equity-Linked Life Insurance |
| Author | Alexander Melnikov |
| Series | Chapman And Hall Crc Financial Mathematics Series |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Apple Academic Press Inc. |
| Year published | 2017-08-30 |
| Number of pages | 212 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |