Investment Management for Insurers details all phases of the investment management process for insurers as well as fixed income instruments and derivatives and state-of-the-art analytical tools for valuing securities and measuring risk. Complete coverage includes: a general overview of issues, fixed income products, valuation, measuring and controlling interest rate risk, and equity portfolio management.With the exception of the option with the lowest exercise price, every covered call strategy has the potential to generate ... deviation when attempting to exploit option market mispricing though the use of covered call writing option strategies.
|Title||:||Investment Management for Insurers|
|Author||:||David F. Babbel, Frank J. Fabozzi, CFA|
|Publisher||:||John Wiley & Sons - 1999-02-15|