Stochastic Methods for Pension Funds
Jacques (Solvay Business School, Brussels, Belgium) Janssen, Pierre (Universite catholique de Louvain, Belgium) Devolder, Raimondo (University "La Sapienza," Rome, Italy) Manca
ISTE Ltd and John Wiley & Sons Inc, 2012
236,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781848212046
- ISBN-10
- 1848212046
- Publisher
- ISTE Ltd and John Wiley & Sons Inc
- Year
- 2012
- Publication date
- 2012-01-27
- Pages
- 320
- Dimensions
- 240x167x32
- Weight
- 838