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Check Availability Lawrence Library / Main Collection: HG174 .F496 1998Library Info

Title LinkFinancial economics : with applications to investments, insurance, and pensions / Harry H. Panjer, editor ; Phelim P. Boyle ... [et al.].
Imprint Schaumburg, Ill. : Actuarial Foundation, c1998.
Description xxxi, 669 p. :  ill. ;  27 cm.
Type of Material Book
Bibliography Note Includes bibliographical references (p. 645-658) and index.
Contents Contents: Financial markets -- Derivative securities -- Interest rate risk and immunization -- Equilibrium pricing -- No-arbitrage pricing theory -- Options and other derivatives -- Term structure models -- Portfolio selection -- Investment return models -- Option pricing in continuous time -- No-arbitrage pricing theory - advanced -- Probability background.
Subject LinkFinance.
Subject LinkFinance.
Add.Author LinkPanjer, Harry H.
LinkBoyle, Phelim P.
LinkStellmacher, Jon, donor.

System Number 000682135
ISBN Link0938959484

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