Fair value and pension fund management /
Call Number: | Libro Electrónico |
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Other Authors: | , , |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Amsterdam ; Boston :
Elsevier,
2006.
|
Edition: | 1st ed. |
Subjects: | |
Online Access: | Texto completo |
Table of Contents:
- Foreword / by Robert Merton
- Introduction to 'Fair value and pension fund management' / by Niels Kortleve, Theo Nijman and Eduard Ponds
- Pension funds at risk / by Casper van Ewijk and Martijn van de Ven
- Building better pension plans on a 'fair value' foundation / by Ketih Ambachtsheer
- The fair value principle / by Jon Exley
- Techniques for market-consisten valuation of contingent claims / by John Hibbert, Steven Morrison and Craig Turnbull
- Valuation and risk management of inflation-sensitive pension rights / by Theo Nijman and Ralph Koijen
- Fair value for pension fund liabilities and consequences for strategic asset allocation / by Anthony J. Foley, Andrei Serjantov and Ralph Smith
- Fair value accounting and pesnion benefit guarantees / by Zvi Bodie
- Value and risk sharing in defined benefit pension plans / by Andrew Smith
- Pension deals and value-based ALM / by Niels Kortleve and Eduard Ponds.