Name: Stochastic Methods for Pension Funds
SKU: 3173185
Price: 7737.00 TWD
Availability: InStock
Author: Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo
ISBN: 9781848212046

portada Stochastic Methods for Pension Funds

Type

Physical Book

Author

Publisher

Year

2012

Language

English

Pages

320

Format

Hardcover

Dimensions

23.4x15.7x3 cm

Weight

0.84 kg.

ISBN

9781848212046

ISBN13

9781848212046

Edition No.

Synopsis "Stochastic Methods for Pension Funds"

Quantitative finance has become these last years a extraordinary field of research and interest as well from an academic point of view as for practical applications. At the same time, pension issue is clearly a major economical and financial topic for the next decades in the context of the well-known longevity risk. Surprisingly few books are devoted to application of modern stochastic calculus to pension analysis. The aim of this book is to fill this gap and to show how recent methods of stochastic finance can be useful for to the risk management of pension funds. Methods of optimal control will be especially developed and applied to fundamental problems such as the optimal asset allocation of the fund or the cost spreading of a pension scheme. In these various problems, financial as well as demographic risks will be addressed and modelled.

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Stochastic Methods for Pension Funds - Devolder, Pierre ; Janssen, Jacques ; Manca, Raimondo

Synopsis "Stochastic Methods for Pension Funds"

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