Scherer, Bernd
Liability hedging and portfolio choice Bernd Sherer. - xv, 265 páginas ilustrado 24 cm.
Incluye referencias bibliográficas e índice.
Introduction -- Actuarial foundations -- Valuation of pension claims -- Hedging corporate liabilities: In search for the liability asset -- Liabilities and portfolio theory -- Theory of the firm versus portfolio theory -- External asset allocation in a contingent claims framework
1904339662
Pension trusts--Investments.
Hedging (finance)
Cobertura (finanzas)
Fedeicomiso de pensiones--Inversiones
332.6327 / SC326l
Liability hedging and portfolio choice Bernd Sherer. - xv, 265 páginas ilustrado 24 cm.
Incluye referencias bibliográficas e índice.
Introduction -- Actuarial foundations -- Valuation of pension claims -- Hedging corporate liabilities: In search for the liability asset -- Liabilities and portfolio theory -- Theory of the firm versus portfolio theory -- External asset allocation in a contingent claims framework
1904339662
Pension trusts--Investments.
Hedging (finance)
Cobertura (finanzas)
Fedeicomiso de pensiones--Inversiones
332.6327 / SC326l