Re: Insurance derivs

Steve,

I have a book edited by Helyette regarding insurance derivatives.
I shall make a few copies of the most important articles
for you.

Vince

Steven Leppard
11/06/2000 05:39 AM
To: Vince J Kaminski/HOU/ECT@ECT, Vasant Shanbhogue/HOU/ECT@ECT
cc: Gillian Lockwood/LON/ECT@ECT
Subject: Insurance derivs

Vince, Vasant

I've just been speaking to Gillian Lockwood from our Tax group, who is
interested in your work on ins. derivs. Have you any general articles on the
principles of pricing these instruments?

Many thanks,
Steve