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Replicating portfolios : an introduction : analysis and illustrations
Recurso electrónico / electronic resource
Section: Electronic documents
Title: Replicating portfolios : an introduction : analysis and illustrations / prepared by Peter Boekel... [et al.]
Publication: Seattle [etc.] : Millan, 2009Series: (Milliman Research Report)Notes: Sumario: Replicating portfolios -- Link with risk management -- How to derive the replicating portfolio -- Limitations of replicating portfolios -- Cluster modelling: an alternative to replicating portfolios? -- The holistic relationship of replicating portfolios and cluster modelling -- ExamplesMateria / lugar / evento: Replicación de activos y pasivos ‌Activos financieros ‌Cartera de seguros ‌Gerencia de riesgos ‌Otros autores: Boekel, Peter ‌
Secondary series: Milliman Research Report ‌Other categories: 212
Rights: In Copyright (InC)