Asset/Liability Management: From Immunization to Option-Pricing Theory

Book chapter

Elias S W Shiu

Financial Management of Life Insurance Companies, pp.151-166

Huebner International Series on Risk, Insurance and Economic Security, 17, Springer Dordrecht

01/01/1993

DOI: 10.1007/978-94-011-2208-5_8

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Asset Pricing, Trading Volume, Bond Interest Rates (G12)

Contingent Pricing, Futures Pricing, option pricing (G13)

Financing Policy, Financial Risk and Risk Management, Capital and Ownership Structure, Value of Firms, Goodwill (G32)

Option Pricing

Options

Title: Subtitle: Asset/Liability Management: From Immunization to Option-Pricing Theory
Creators: Elias S W Shiu
Contributors: Joan Lamm-Tennant (Editor)
J. David Cummins (Editor)
Resource Type: Book chapter
Publication Details: Financial Management of Life Insurance Companies, pp.151-166
Series: Huebner International Series on Risk, Insurance and Economic Security; 17
DOI: 10.1007/978-94-011-2208-5_8
ISBN: 9780792393542; 0792393546
Publisher: Springer Dordrecht
Language: English
Date published: 01/01/1993
Academic Unit: Statistics and Actuarial Science
Record Identifier: 9984257604302771

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