南開科技大學圖書館 |

言語: 日文

ヘルプ

南開科技大學

圖書館首頁

編目中圖書申請

ログイン

前に戻る

スイッチ: ラベル | MARC形式 | 国際標準書誌記述(ISBD)

Investment guaranteesmodeling and ri...

Hardy, Mary,1958-

Investment guaranteesmodeling and risk management for equity-linked life insurance /

レコード種別:	コンピュータ・メディア : 単行資料
タイトル / 著者:	Investment guarantees/ Mary Hardy.
その他のタイトル:	modeling and risk management for equity-linked life insurance /
著者:	Hardy, Mary,
出版された:	Hoboken, N.J. :John Wiley & Sons,�003.
記述:	1 online resource (xv, 286 pages) :illustrations.
主題:	Life insurance - Mathematical models. -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
国際標準図書番号 (ISBN):	0471460125
国際標準図書番号 (ISBN):	9780471460121

Investment guaranteesmodeling and risk management for equity-linked life insurance /
Hardy, Mary,1958-

Investment guaranteesmodeling and risk management for equity-linked life insurance /[electronic resource] :Mary Hardy. - Hoboken, N.J. :John Wiley & Sons,�003. - 1 online resource (xv, 286 pages) :illustrations. - Wiley finance series. - Wiley finance series..

Includes bibliographical references (pages 275-279) and index.

Investment Guarantees; Acknowledgments; Contents; Introduction; CHAPTER 1 Investment Guarantees; CHAPTER 2 Modeling Long-Term Stock Returns; CHAPTER 3 Maximum Likelihood Estimation for Stock Return Models; CHAPTER 4 The Left-Tail Calibration Method; CHAPTER 5 Markov Chain Monte Carlo (MCMC) Estimation; CHAPTER 6 Modeling the Guarantee Liability; CHAPTER 7 A Review of Option Pricing Theory; CHAPTER 8 Dynamic Hedging for Separate Account Guarantees; CHAPTER 9 Risk Measures; CHAPTER 10 Emerging Cost Analysis; CHAPTER 11 Forecast Uncertainty; CHAPTER 12 Guaranteed Annuity Options.

Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies.

ISBN: 0471460125

OverDrive, Inc.http://www.overdrive.comSubjects--Topical Terms:

1000071007
Life insurance
--Mathematical models.Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: HG8781 / .H313 2003eb

Dewey Class. No.: 368.32/0068/1

Investment guaranteesmodeling and risk management for equity-linked life insurance /
LDR:03369nmm 2200481Ia 4500 001 1000050718
005 20150319025902.0
006 m o d
007 cr cn|||||||||
008 030609s2003 njua ob 001 0 eng d
019 $a 56624131 $a 647773556 $a 650971523 $a 744646059 $a 793523650 $a 880325254
020 $a 0471460125 $q (electronic bk.)
020 $a 9780471460121 $q (electronic bk.)
020 $z 0471392901 $q (cloth : alk. paper)
035 $a (OCoLC)52390343 $z (OCoLC)56624131 $z (OCoLC)647773556 $z (OCoLC)650971523 $z (OCoLC)744646059 $z (OCoLC)793523650 $z (OCoLC)880325254
035 $a ocm52390343
037 $b OverDrive, Inc. $n http://www.overdrive.com
040 $a N$T $b eng $e pn $c N$T $d YDXCP $d OCLCG $d OCLCQ $d EBLCP $d OCLCQ $d MHW $d OCLCQ $d TEFOD $d BTCTA $d IDEBK $d E7B $d REDDC $d B24X7 $d OCLCQ $d OCLCF $d OCLCO $d OCLCQ $d SLY $d OCLCO $d OCLCQ
049 $a MAIN{me_controlnum}
050 4 $a HG8781 $b .H313 2003eb
072 7 $a BUS $x 033060 $2 bisacsh
072 7 $a KFFM $2 bicssc
082 0 4 $a 368.32/0068/1 $2 21
084 $a F840 $2 clc
100 1 $a Hardy, Mary, $d 1958- $3 158952
245 1 0 $a Investment guarantees $h [electronic resource] : $b modeling and risk management for equity-linked life insurance / $c Mary Hardy.
260 $a Hoboken, N.J. : $b John Wiley & Sons, $c �003.
300 $a 1 online resource (xv, 286 pages) : $b illustrations.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
490 1 $a Wiley finance series
504 $a Includes bibliographical references (pages 275-279) and index.
505 0 $a Investment Guarantees; Acknowledgments; Contents; Introduction; CHAPTER 1 Investment Guarantees; CHAPTER 2 Modeling Long-Term Stock Returns; CHAPTER 3 Maximum Likelihood Estimation for Stock Return Models; CHAPTER 4 The Left-Tail Calibration Method; CHAPTER 5 Markov Chain Monte Carlo (MCMC) Estimation; CHAPTER 6 Modeling the Guarantee Liability; CHAPTER 7 A Review of Option Pricing Theory; CHAPTER 8 Dynamic Hedging for Separate Account Guarantees; CHAPTER 9 Risk Measures; CHAPTER 10 Emerging Cost Analysis; CHAPTER 11 Forecast Uncertainty; CHAPTER 12 Guaranteed Annuity Options.
520 $a Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies.
588 0 $a Print version record.
650 0 $a Life insurance $x Mathematical models. $3 1000071007
650 0 $a Risk management $x Mathematical models. $3 158356
650 4 $a Insurance, Life $x Mathematical models. $3 158953
650 7 $a BUSINESS & ECONOMICS $x Insurance $x Life. $2 bisacsh $3 1000071008
655 4 $a Electronic books. $2 local. $3 172687
776 0 8 $i Print version: $a Hardy, Mary, 1958- $t Investment guarantees. $d Hoboken, N.J. : John Wiley & Sons, �003 $z 0471392901 $w (DLC) 2002034200 $w (OCoLC)50510912
830 0 $a Wiley finance series. $3 164408
856 4 0 $3 EBSCOhost $u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=82585 $z Click here for online access to this book (查閱全文) (EBSCO eBook)
938 $a Books 24x7 $b B247 $n bkf00000377
938 $a Baker and Taylor $b BTCP $n bl2003017122
938 $a EBL - Ebook Library $b EBLB $n EBL152715
938 $a ebrary $b EBRY $n ebr10299595
938 $a EBSCOhost $b EBSC $n 82585
938 $a Ingram Digital eBook Collection $b IDEB $n 36644
938 $a YBP Library Services $b YANK $n 2298206