000			02551nam a2200289 i 4500
003			CSPC
005			20240531143345.0
008			240524s2021 onca b 001 0 eng d
020			_a9781774077696
040			_cCSPC _aCSPC _beng
050		4	_aHG4515.3 _b.E44 2021
082	0	4	_223 _a332.60151 _bEl266
245	0	0	_aElements of financial mathematics : _bfrom interest theory to options / _cedited by Stefano Spezia.
264		1	_aBurlington, Ontario : _bArcler Press, _c2021.
300			_axxii, 434 pages : _billustrations ; _c24 cm.
336			_2rdacontent _atext
337			_2rdamedia _aunmediated
338			_2rdacarrier _avolume
504			_aIncludes bibliographical references and index
505	0		_aUpper and lower bounds for Annuities and life insurance from incomplete mortality data -- The effect of the assumed interest rate and smoothing on variable annuities -- Adverse selection in private annuity markets and the role of mandatory social annuitization -- Evaluation of variable annuity guarantees with the effect of jumps in the asset price process -- The analysis of corporate bond valuation under an infinite dimensional compound poisson framework -- The time decay of bond premium and discount- ana nalysis of the time passage effect on bond prices -- On a new corporate bond pricing model with potential credit. Rating change and stochastic interest rate -- Forecasting term structure of interest rates in Japan -- Practical aspects of portfolio selection and optimisation on the capital market -- A general frameowork for portfolio theory. Part III: Multi-period markets and modular approach -- Research and regularized mean-variance portfolio selection strategy with modified roy safetyfirst principle -- Systematic risk from investment similarities -- The value of Monte Carlo model-based variance reduction technology in the pricing of financial derivatives -- Modelling and computation in the valuation of carbon derivatives with stochastic convenience yields -- Variance and dimension reduction monte Carlo method for pricing European multi-asset options with stochastic volatilities -- A comparative study on barrier option pricing using antithetic and quasi Monte-Carlo simulations.
650		0	_aFinance _xMathematical models
650		0	_aInvestments _xMathematical models
650		0	_aBusiness mathematics
700	1		_aSpezia, Stefano, _eeditor.
942			_2ddc _n0 _cBK _h332.60151 _iEl266 _kCIR _m2021
999			_c27716 _d27716