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Parametry
- 248 stránek
- 9 hodin čtení
Více o knize
Focusing on the risk management of pension funds, this book offers a comprehensive framework that allows readers to understand and replicate analyses of optimal asset allocation in a dynamic and stochastic financial environment. It addresses longevity risk and provides practical tools, including R codes, for computation. The text delves into hedging strategies for longevity risk in incomplete markets, highlighting ongoing discussions in current literature. This tutorial approach equips readers with the knowledge to navigate complex financial challenges effectively.
Nákup knihy
Risk Management for Pension Funds, Francesco Menoncin
- Jazyk
- Rok vydání
- 2022
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Doručení
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- Podtitul
- A Continuous Time Approach with Applications in R
- Jazyk
- anglicky
- Autoři
- Francesco Menoncin
- Vydavatel
- Springer International Publishing
- Rok vydání
- 2022
- Vazba
- měkká
- Počet stran
- 248
- ISBN13
- 9783030555306
- Série
- Anotace
- Focusing on the risk management of pension funds, this book offers a comprehensive framework that allows readers to understand and replicate analyses of optimal asset allocation in a dynamic and stochastic financial environment. It addresses longevity risk and provides practical tools, including R codes, for computation. The text delves into hedging strategies for longevity risk in incomplete markets, highlighting ongoing discussions in current literature. This tutorial approach equips readers with the knowledge to navigate complex financial challenges effectively.