Téléchargez le livre : Stochastic Methods for Pension Funds

Stochastic Methods for Pension Funds

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Éditeur :

Wiley-ISTE

Paru le : 2013-03-04

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-kno...
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Description du livre

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.

À propos

Auteur
Pierre Devolder , Jacques Janssen , Raimondo Manca
Éditeur
Wiley-ISTE
Collection
n.c
Parution
2013-03-04
Pages
320 pages
EAN papier
9781848212046

Caractéristiques détaillées - droits

EAN PDF
9781118565933
Prix
198,29 €
Nombre pages copiables
0
Nombre pages imprimables
320
Taille du fichier
3185 Ko
Ce livre est accessible aux handicaps informations d'accessibilité
EAN EPUB
9781118566268
Prix
198,29 €
Nombre pages copiables
0
Nombre pages imprimables
320
Taille du fichier
5253 Ko
Ce livre est accessible aux handicaps informations d'accessibilité

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