The Options Are Available for Controlling Residual Risk
نویسندگان
چکیده
منابع مشابه
Real-world options: smile and residual risk
We present a theory of option pricing and hedging, designed to address non-perfect arbitrage, market friction and the presence of ‘fat’ tails. An implied volatility ‘smile’ is predicted. We give precise estimates of the residual risk associated with optimal (but imperfect) hedging. Accepted for publication in Risk Magazine (December 1995).
متن کاملWhat options are available for refractory pancreatic cancer?
Currently gemcitabine-based regimens and FOLFIRINOX (5-fluorouracil, leucovorin, irinotecan, and oxaliplatin) are widely used standard for first-line treatment of patients with advanced pancreatic adenocarcinoma. Refractory patients may receive either FOLFOX (5-fluorouracil and oxaliplatin) or gemcitabine based on the first line regimen. This review is an update from the 2012 American Society o...
متن کامل“the effect of risk aversion on the demand for life insurance: the case of iranian life insurance market”
abstract: about 60% of total premium of insurance industry is pertained?to life policies in the world; while the life insurance total premium in iran is less than 6% of total premium in insurance industry in 2008 (sigma, no 3/2009). among the reasons that discourage the life insurance industry is the problem of adverse selection. adverse selection theory describes a situation where the inf...
15 صفحه اولActuarial and Financial Valuations of Guaranteed Annuity Options
Guaranteed Annuity Options (GAOs) are options available to holders of certain pension policies. Under these contracts, policyholders contribute premiums into a fund managed by the insurer. At retirement, the policyholders buy life annuities at a guaranteed rate provided by the original insurer, or annuitize with another insurer. If the guaranteed annuity rates are better than the prevailing rat...
متن کاملFootwear for the person with an anesthetic foot: what options are available?
Leprosy is predominantly a disease of peripheral nerves and it particularly affects the nerves supplying the eyes, hands and feet, leading to irreversible impairments, if not treated early. Impairments in the foot include sensory loss, motor weakness of the anterior and/or lateral compartment of the leg and intrinsic muscles of the foot and dryness in the sole of the foot due to the involvement...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Architectural Research and Development
سال: 2021
ISSN: 2208-3537,2208-3529
DOI: 10.26689/jard.v5i3.2194