A discussion of financial economics in actuarial models: apreparation for the actuarial exam

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Adiscusion-of-financial-economics-in-actuarial-models.pdf (3.53 MB)

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2015

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Arkansas Tech University

Abstract

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1.Parity and other price options properties; 2.Option pricing in binomial models; 3.The Black-Scholes model; 4.Option hedging; 5.An introduction to exotic options; 6.The lognormal stock pricing model; 7.Option pricing via Monte Carlo simulation; 8.Brownian motion; 9.The Black-Scholes partial differential equation; 10.Binary options...

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Citation

Finan, M. B. "A Discussion of Financial Economics in Actuarial Models: A Preparation for Exam MFE/3F." Arkansas Tech University (2015).

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http://196.43.179.3:8080/xmlui/handle/123456789/368

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