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Author: Stacey Jernigan Publisher: White Bird Publications, LLC ISBN: 1633635821 Category : Fiction Languages : en Pages : 1
Book Description
Judge Avery Lassiter is back—this time engulfed in a story of death, debt, and deception in Dallas. First, a wealthy Texas hedge fund manager, Cade Graham, is suspected of insurance fraud and mysteriously goes missing in Mexico. He is believed to have faked his own death. Meanwhile, a brilliant young inventor in the infectious disease space, Dmitry Basayev, who received funding from Cade Graham, is suspected of a massive Ponzi scheme—being litigated in Judge Lassiter’s court—and likewise goes missing. Are their disappearances connected, and how are they linked to the man who tried to kill Judge Avery Lassiter and other judges and lawyers three years ago? And who will find them first—Max Lassiter or the Mexican crime cartels that they have double-crossed? “The triple D’s—deceit, death, and double-cross—make for an engrossing read in Hedging Death, an exciting legal thriller written by Stacey Jernigan. . . . Legal thrillers are a dime a dozen. Some are mired down by too much legal-speak while others are weighed down by complicated narrative and characters that don’t engage much in the way of reader interest. Thankfully, Stacey Jernigan has given her readers an intelligent thriller.” —Readers’ Choice “This is a fast-paced legal thriller. . . Full of courtroom drama, surprises and an explosive ending, the new work is a dandy. . . Readers will learn much about the goings-on in a trial court and in the chambers. . . The novel is crisply written and just in time for a summer reading. . . Hedging Death is Judge Jernigan’s second work. It is not unusual for one’s second book to become an author’s claim to fame (consider Harper Lee or John Grisham). One can hope the same for this interesting legal novel.” —ABI Journal
Author: Stacey Jernigan Publisher: White Bird Publications, LLC ISBN: 1633635821 Category : Fiction Languages : en Pages : 1
Book Description
Judge Avery Lassiter is back—this time engulfed in a story of death, debt, and deception in Dallas. First, a wealthy Texas hedge fund manager, Cade Graham, is suspected of insurance fraud and mysteriously goes missing in Mexico. He is believed to have faked his own death. Meanwhile, a brilliant young inventor in the infectious disease space, Dmitry Basayev, who received funding from Cade Graham, is suspected of a massive Ponzi scheme—being litigated in Judge Lassiter’s court—and likewise goes missing. Are their disappearances connected, and how are they linked to the man who tried to kill Judge Avery Lassiter and other judges and lawyers three years ago? And who will find them first—Max Lassiter or the Mexican crime cartels that they have double-crossed? “The triple D’s—deceit, death, and double-cross—make for an engrossing read in Hedging Death, an exciting legal thriller written by Stacey Jernigan. . . . Legal thrillers are a dime a dozen. Some are mired down by too much legal-speak while others are weighed down by complicated narrative and characters that don’t engage much in the way of reader interest. Thankfully, Stacey Jernigan has given her readers an intelligent thriller.” —Readers’ Choice “This is a fast-paced legal thriller. . . Full of courtroom drama, surprises and an explosive ending, the new work is a dandy. . . Readers will learn much about the goings-on in a trial court and in the chambers. . . The novel is crisply written and just in time for a summer reading. . . Hedging Death is Judge Jernigan’s second work. It is not unusual for one’s second book to become an author’s claim to fame (consider Harper Lee or John Grisham). One can hope the same for this interesting legal novel.” —ABI Journal
Author: J. D. Robb Publisher: St. Martin's Press ISBN: 1250278244 Category : Fiction Languages : en Pages : 297
Book Description
The #1 New York Times bestselling author presents a gripping new thriller that pits homicide detective Eve Dallas against a conspiracy of exploitation and evil... New York, 2061: The place called the Pleasure Academy is a living nightmare where abducted girls are trapped, trained for a life of abject service while their souls are slowly but surely destroyed. Dorian, a thirteen-year-old runaway who’d been imprisoned there, might never have made it out if not for her fellow inmate Mina, who’d hatched the escape plan. Mina was the more daring of the two—but they’d been equally desperate. Unfortunately, they didn’t get away fast enough. Now Dorian is injured, terrified, and wandering the streets of New York, and Mina lies dead near the waterfront while Lt. Eve Dallas looks over the scene. Mina’s expensive, elegant clothes and beauty products convince Dallas that she was being groomed, literally and figuratively, for sex trafficking—and that whoever is investing in this high-overhead operation expects windfall profits. Her billionaire husband, Roarke, may be able to help, considering his ties to the city’s ultra-rich. But Roarke is also worried about the effect this case is having on Dallas, as it brings a rage to the surface she can barely control. No matter what, she must keep her head clear--because above all, she is desperate for justice and to take down those who prey on and torment the innocent.
Author: Łukasz Delong Publisher: Springer Science & Business Media ISBN: 1447153316 Category : Mathematics Languages : en Pages : 285
Book Description
Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications. This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.
Author: Oleg V. Bychuk Publisher: John Wiley & Sons ISBN: 111808537X Category : Business & Economics Languages : en Pages : 322
Book Description
Identify and understand the risks facing your portfolio, how to quantify them, and the best tools to hedge them This book scrutinizes the various risks confronting a portfolio, equips the reader with the tools necessary to identify and understand these risks, and discusses the best ways to hedge them. The book does not require a specialized mathematical foundation, and so will appeal to both the generalist and specialist alike. For the generalist, who may not have a deep knowledge of mathematics, the book illustrates, through the copious use of examples, how to identify risks that can sometimes be hidden, and provides practical examples of quantifying and hedging exposures. For the specialist, the authors provide a detailed discussion of the mathematical foundations of risk management, and draw on their experience of hedging complex multi-asset class portfolios, providing practical advice and insights. Provides a clear description of the risks faced by managers with equity, fixed income, commodity, credit and foreign exchange exposures Elaborates methods of quantifying these risks Discusses the various tools available for hedging, and how to choose optimal hedging instruments Illuminates hidden risks such as counterparty, operational, human behavior and model risks, and expounds the importance and instability of model assumptions, such as market correlations, and their attendant dangers Explains in clear yet effective terms the language of quantitative finance and enables a non-quantitative investment professional to communicate effectively with professional risk managers, "quants", clients and others Providing thorough coverage of asset modeling, hedging principles, hedging instruments, and practical portfolio management, Hedging Market Exposures helps portfolio managers, bankers, transactors and finance and accounting executives understand the risks their business faces and the ways to quantify and control them.
Author: Ermanno Pitacco Publisher: OUP Oxford ISBN: 0191609420 Category : Business & Economics Languages : en Pages : 416
Book Description
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annuities and pension plans constitute important topics in the field of actuarial mathematics and life insurance techniques. In particular, actuarial calculations concerning pensions, life annuities and other living benefits (provided, for example, by long-term care insurance products and whole life sickness covers) are based on survival probabilities which necessarily extend over a long time horizon. In order to avoid underestimation of the related liabilities, the insurance company (or the pension plan) must adopt an appropriate forecast of future mortality. Great attention is currently being devoted to the management of life annuity portfolios, both from a theoretical and a practical point of view, because of the growing importance of annuity benefits paid by private pension schemes. In particular, the progressive shift from defined benefit to defined contribution pension schemes has increased the interest in life annuities with a guaranteed annual amount. This book provides a comprehensive and detailed description of methods for projecting mortality, and an extensive introduction to some important issues concerning longevity risk in the area of life annuities and pension benefits. It relies on research work carried out by the authors, as well as on a wide teaching experience and in CPD (Continuing Professional Development) initiatives. The following topics are dealt with: life annuities in the framework of post-retirement income strategies; the basic mortality model; recent mortality trends that have been experienced; general features of projection models; discussion of stochastic projection models, with numerical illustrations; measuring and managing longevity risk.
Author: Rogemar S. Mamon Publisher: Springer ISBN: 1489974423 Category : Business & Economics Languages : en Pages : 280
Book Description
Since the groundbreaking research of Harry Markowitz into the application of operations research to the optimization of investment portfolios, finance has been one of the most important areas of application of operations research. The use of hidden Markov models (HMMs) has become one of the hottest areas of research for such applications to finance. This handbook offers systemic applications of different methodologies that have been used for decision making solutions to the financial problems of global markets. As the follow-up to the authors’ Hidden Markov Models in Finance (2007), this offers the latest research developments and applications of HMMs to finance and other related fields. Amongst the fields of quantitative finance and actuarial science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance policies with option-embedded features, investment strategies, commodity markets, energy, high-frequency trading, credit risk, numerical algorithms, financial econometrics and operational risk. Hidden Markov Models in Finance: Further Developments and Applications, Volume II presents recent applications and case studies in finance and showcases the formulation of emerging potential applications of new research over the book’s 11 chapters. This will benefit not only researchers in financial modeling, but also others in fields such as engineering, the physical sciences and social sciences. Ultimately the handbook should prove to be a valuable resource to dynamic researchers interested in taking full advantage of the power and versatility of HMMs in accurately and efficiently capturing many of the processes in the financial market.
Author: Mary Hardy Publisher: John Wiley & Sons ISBN: 0471392901 Category : Business & Economics Languages : en Pages : 309
Book Description
A comprehensive guide to investment guarantees in equity-linked life insurance Due to the convergence of financial and insurance markets, new forms of investment guarantees are emerging which require financial service professionals to become savvier in modeling and risk management. With chapters that discuss stock return models, dynamic hedging, risk measures, Markov Chain Monte Carlo estimation, and much more, this one-stop reference contains the valuable insights and proven techniques that will allow readers to better understand the theory and practice of investment guarantees and equity-linked insurance policies. Mary Hardy, PhD (Waterloo, Ontario, Canada), is an Associate Professor and Associate Chair of Actuarial Science at the University of Waterloo and is a Fellow of the Institute of Actuaries and an Associate of the Society of Actuaries, where she is a frequent speaker. Her research covers topics in life insurance solvency and risk management, with particular emphasis on equity-linked insurance. Hardy is an Associate Editor of the North American Actuarial Journal and the ASTIN Bulletin and is a Deputy Editor of the British Actuarial Journal.
Author: Stacey Jernigan
Author: Stacey Jernigan
Author: Satyajit Das
Author: Lincoln Ellison
Author: 
Author: J. D. Robb
Author: Łukasz Delong
Author: Oleg V. Bychuk
Author: Ermanno Pitacco
Author: Rogemar S. Mamon
Author: Mary Hardy