Stochastic methods for pension funds
Auteur :
Devolder, Pierre / Janssen, Jacques / Manca, Raimondo
Éditeur :
ISTE Ltd and John Wiley & Sons Inc
ISBN :
9781848212046
Date de publication :
27 janv. 2012
Dimensions :
24,1 x 16,3 x 3,3 cm
Poids :
839 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.