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  • Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond
    Pricing and Hedging Financial and Insurance Products Part 2: Black-Scholes’ Model and Beyond Introduction to option pricing using Black-Scholes. Discussion on the limitations of Black-Scholes and ...

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    • 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
  • rar-2012-iss60-boudreault
    rar-2012-iss60-boudreault Introduction to option pricing, with special attention to issues in applying these tools to price equity-linked insurance products. Clear, accessible explanation of key ...

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    • 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