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-know...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
London :
Wiley,
2012.
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| Series: | ISTE.
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| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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 c. |
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| Physical Description: | 1 online resource (476 pages). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9781118565933 1118565932 1299315801 9781299315808 |