Internal capital models and replicating portfolio : appointed Actuary Symposium
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000nam a22000004b 4500 | ||
| 001 | MAP20100096697 | ||
| 003 | MAP | ||
| 005 | 20101122175027.0 | ||
| 008 | 101122s2008 usa|||| ||| ||eng d | ||
| 040 | $aMAP$bspa | ||
| 084 | $a212 | ||
| 100 | 1 | $0MAPA20100061916$aWong, Ka-Man | |
| 245 | 0 | 0 | $aInternal capital models and replicating portfolio$b : appointed Actuary Symposium$cKa-Man Wong |
| 260 | $a[S.l.]$bWatson Wyatt$c2008 | ||
| 520 | $aThe need for an internal capital model -- Importance of management information (MI) -- The next evolution, replicating portfolios -- One definition of replicating portfolios -- An alternative definition -- Benefits and use -- How do you derive a replicating portfolio? -- A simplified example -- How to select the asset suite? -- Assum the perfect RP is "found" -- Limitations of replicating portfolios -- In summary -- Enhance your ICM and improve MI | ||
| 650 | 1 | $0MAPA20100061138$aReplicación de activos y pasivos | |
| 650 | 1 | $0MAPA20080614508$aInstrumentos financieros | |
| 650 | 1 | $0MAPA20080586294$aMercado de seguros | |
| 650 | 1 | $0MAPA20080603120$aProcesos estocásticos | |
| 650 | 1 | $0MAPA20080591182$aGerencia de riesgos | |
| 650 | 1 | $0MAPA20080585563$aGestión financiera |