Hedging derivatives: from finance to actuarial science

对冲衍生品：从金融到精算科学

• 批准号: 355946-2013
• 负责人: Badescu, Alexandru
• 金额: $ 0.8万
• 依托单位: University of Calgary
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2016
• 资助国家: 加拿大
• 起止时间: 2016-01-01 至 2017-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=595762
• 关键词: Hedging; derivatives; finance; actuarial; science

The pricing, hedging and risk management of financial and insurance products have been key objects of study in over two decades. Although tremendous research efforts have addressed important aspects, there are still 'puzzles' yet to be solved. This research project focus on two main strands from the financial econometrics and actuarial science literature.

二十多年来，金融保险产品的定价、套期保值和风险管理一直是主要的研究对象。尽管巨大的研究努力已经解决了一些重要的方面，但仍有一些“谜团”尚未解开。本研究项目主要关注金融计量学和精算学文献中的两条主线。