Replicating portfolios : an introduction : analysis and illustrations

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<title>Replicating portfolios</title>
<subTitle> : an introduction : analysis and illustrations</subTitle>
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<namePart>Boekel, Peter</namePart>
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<publisher>Millan</publisher>
<dateIssued>2009</dateIssued>
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<abstract displayLabel="Summary">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 -- Examples</abstract>
<note type="statement of responsibility">prepared by Peter Boekel... [et al.]</note>
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<topic>Replicación de activos y pasivos</topic>
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<topic>Activos financieros</topic>
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<topic>Gerencia de riesgos</topic>
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