Risk Management for Pension Funds: A Continuous Time Approach with Applications in R (EURO Advanced Tutorials on Operational Research) [Hardcover] Menoncin, Francesco
Language: English
Published by Springer, 2021
Series: Book 13 of 15 - EURO Advanced Tutorials on Operational Research
- First Edition
- Hardcover
- Used
Condition: Used
£ 31.16
Quantity: 1 available
Add to basketItem description from seller
Unread, some shelfwear. Immediately dispatched from Germany.
Seller Inventory # CE-2403C-LAMA-27-1000XS
- Title
- Risk Management for Pension Funds: A Continuous Time Approach with Applications in R (EURO Advanced Tutorials on Operational Research) [Hardcover] Menoncin, Francesco
- Author
- Menoncin, Francesco
- Publisher
- Springer
- Publication year
- 2021
- Condition
- Very Good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3030555275
- ISBN 13
- 9783030555276
- Edition
- 1. Auflage
- Series
- Book 13 of 15: EURO Advanced Tutorials on Operational Research
This book presents a consistent and complete framework for studying the risk management of a pension fund. It gives the reader the opportunity to understand, replicate and widen the analysis. To this aim, the book provides all the tools for computing the optimal asset allocation in a dynamic framework where the financial horizon is stochastic (longevity risk) and the investor's wealth is not self-financed. This tutorial enables the reader to replicate all the results presented. The R codes are provided alongside the presentation of the theoretical framework. The book explains and discusses the problem of hedging longevity risk even in an incomplete market, though strong theoretical results about an incomplete framework are still lacking and the problem is still being discussed in most recent literature.
"Synopsis" may belong to another edition of this title.
About the Author
Francesco Menoncin is Full Professor of Economic Policy at the University of Brescia, Italy. He has a Master’s in Economics and a PhD in Economics both from Université Catholique de Louvain (Belgium), and a PhD in Economics from the University of Pavia (Italy). He teaches in the field of finance in Italy and France at Masters and PhDs. He has published articles and books about optimal control in financial market, asset prices, and risk management.
"About the title" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
| Item | 7 to 18 business days | 3 to 7 business days |
|---|---|---|
| First item | £ 42.24 | £ 59.17 |
Payment methods
- Bank Wire Transfer
Store description
used specialist books in very good condition
Specialty
MedicineSeller's business information
SpringBooks
Germany
Terms of sale
Alexander Pihuliak
Geygerstr. 7
12043 Berlin
Germany
Tel.: +49 3085407521
Email: alexander.pihuliak@googlemail.com
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to SpringBooks, Berlin, Germany, +49 030 85407522, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.