Financial Risk and Derivatives

Edited by Henri Loubergé and Marti G. Subrahmanyam

in Springer Books from Springer

Date: 1996
ISBN: 978-94-009-1826-9
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Chapters in this book:

Introductory Note

Henri Loubergé

The Term Structure of Interest Rates: Alternative Approaches and Their Implications for the Valuation of Contingent Claims

Marti G. Subrahmanyam

Some Remarks on Modeling the Term Structure of Interest Rates

Günter Franke

Exotic Unit-Linked Life Insurance Contracts

Steinar Ekern and Svein-Arne Persson

Uniqueness of the Fair Premium for Equity-Linked Life Insurance Contracts

J. Aase Nielsen and Klaus Sandmann

Optimal Dynamic Hedging in Incomplete Futures Markets

Abraham Lioui, Pascal Nguyen Duc Trong and Patrice Poncet

Fairly Priced Deposit Insurance, Incentive Compatible Regulations, and Bank Asset Choices

Suk Heun Yoon and Sumon C. Mazumdar

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DOI: 10.1007/978-94-009-1826-9

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