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Stochastic Methods for Pension Funds

By: Pierre Devolder (Author) , Jacques Janssen (Author) , Raimondo Manca (Author)

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Ksh 38,550.00

Format: Hardback or Cased Book

ISBN-13: 9781848212046

Publisher: ISTE Ltd and John Wiley & Sons Inc

Publication Date: Jan 27th, 2012

Weight: 838 grams

Dimension: 24.00 x 16.70 x 3.20 cms

Category: Pensions

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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.

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