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Risk Management for Pension Funds: A Continuous Time Approach with Applications in R
Price range: ₹4,410.00 through ₹6,078.00
Provides a complete and consistent presentation of financial and actuarial risk All theoretical models are coupled with numerical methods (R codes provided) Introduces the “Martingale Method” to solve the dynamic optimization problem
Provides a complete and consistent presentation of financial and actuarial risk All theoretical models are coupled with numerical methods (R codes provided) Introduces the “Martingale Method” to solve the dynamic optimization problem
Additional information
| Book Format | Hardcover, Softcover |
|---|
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Book information
Edition
1st Edition
ISBN [Hardcover]
9783030555276
ISBN [Softcover]
9783030555306
Publisher
Birkhäuser
Year
2021
Pages
VII, 239 p.
Series Title
EURO Advanced Tutorials on Operational Research
Language
English
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