General Book Search for "9781848212046"

Stochastic Methods for Pension Funds

Hardback
Published : Friday 27 January 2012
ISBN : 9781848212046
Price : €195.33


Description

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.



You may also like ...

Product

Basic Stochastic Processes

Hardback
04 Aug 2015
Mathematics

€162.57

Extended stock – Dispatch 5-7 days
Product

VaR Methodology for Non-Gaussian Finance

Hardback
16 Apr 2013
Finance and the finance industry

€162.57

Extended stock – Dispatch 5-7 days
Product

Applied Diffusion Processes from Engine...

Hardback
15 Mar 2013
Stochastics

€195.33

Extended stock – Dispatch 5-7 days
Product

Stochastic Methods for Pension Funds

Hardback
27 Jan 2012
Pensions

€195.33

Extended stock – Dispatch 5-7 days

Reviews