Centro de Documentacion de Fundación MAPFRE - Replicating portfolios : an introduction : analysis and illustrations

Publicação: Seattle [etc.] : Millan, 2009Série: (Milliman Research Report)Notas: 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
Serie secundária: Milliman Research Report Outras classificações: 212