Stochastic Methods for Pension Funds

Language: English

Published by Wiley Feb 2012, 2012

1848212046 / 9781848212046

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - 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.

Seller Inventory # 9781848212046

Title
Stochastic Methods for Pension Funds
Author
Raimondo Manca
Publisher
Wiley Feb 2012
Publication year
2012
Condition
Neu
Binding
Buch
Language
English
ISBN 10
1848212046
ISBN 13
9781848212046
Item weight
839 grams
Dimensions
234x157x30 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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