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Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
using Black-Scholes. Discussion on the limitations of Black-Scholes and of its alternatives such as Heston ... accessible explanation of key results of mathematical finance including risk-neutral valuation. Asset ...- Authors: Mathieu Boudreault
- Date: Mar 2013
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives
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Hedging variable annuities: portfolio rebalancing frequency
rebalancing frequency This article examines how the choice of the rebalancing frequency in a variable annuity ... impacts hedging. rebalancing frequency;hedging;risk management;variable annuities 6442483530 2/1/2018 ...- Authors: Maciej Augustyniak, Mathieu Boudreault
- Date: Feb 2018
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Risks & Rewards
- Topics: Annuities
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rar-2012-iss60-boudreault
rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues ... accessible explanation of key results of mathematical finance including risk-neutral valuation. Derivatives; ...- Authors: Mathieu Boudreault
- Date: Sep 2012
- Competency: Results-Oriented Solutions>Actionable recommendations; Technical Skills & Analytical Problem Solving>Incorporate risk management; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: Risks & Rewards
- Topics: Economics>Financial economics; Finance & Investments>Derivatives