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Introduction to replicating portfolios

Recurso electrónico / electronic resource
Section: Electronic documents
Title: Introduction to replicating portfolios / Jérôme Crugnola-Humbert... [et al.]
Publication: [New York] : Deloitte & Touche LLP, cop. 2008Series: (Actuarial & insurance breakfast)Notes: Sumario: Introduction -- Overview of replicating portfolios -- Deloitte model & case study -- Algorithmics solutions for insurance companies -- Closing thoughtsMateria / lugar / evento: Replicación de activos y pasivos Empresas de seguros Procesos estocásticos Gestión financiera Otros autores: Crugnola-Humbert, Jérôme
Deloitte & Touche
Secondary series: Actuarial & insurance breakfast Other categories: 212