我没有命令 发表于 2025-3-26 22:37:06

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枪支 发表于 2025-3-27 01:36:18

https://doi.org/10.1007/978-94-017-3179-9e hedging of these contracts. In particular, we present results for the heuristic use of the reset feature; for example, locking in whenever the underlying asset value has risen by 15% as recently suggested by a Canadian Institute of Actuaries task force on segregated funds.

尊严 发表于 2025-3-27 07:54:02

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Malleable 发表于 2025-3-27 12:30:07

Multistage Stochastic Programming in Computational Financeario tree. The mean or variance of total wealth at the end of the planning horizon can be optimised by solving either a linear stochastic program or a quadratic stochastic program, respectively; solution of many almost identical quadratic stochastic programs yields points describing the Markowitz ef

CT-angiography 发表于 2025-3-27 17:21:40

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逗留 发表于 2025-3-27 20:42:12

Scenario Specification for Robust Portfolio Analysislysis, or min-max. Robustness is ensured by considering the the optimal strategy in view of multiple scenarios generated and evaluating the portfolio corresponding to the best performance, simultaneously with the worst-case scenario. The robust property follows from the fact that the resulting strat

Vasodilation 发表于 2025-3-28 00:09:37

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uveitis 发表于 2025-3-28 03:07:25

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Parallel 发表于 2025-3-28 08:27:54

Maxmin Portfolios in Models Where Immunization is Not Feasibleunization by analyzing and computing maxmin portfolios in models where complete immunization is not feasible. These models are important because they permit many different shifts on interest rates and do not lead to the existence of arbitrage. Maxmin portfolios are characterized by saddle point cond

SUGAR 发表于 2025-3-28 12:32:06

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查看完整版本: Titlebook: Computational Methods in Decision-Making, Economics and Finance; Erricos John Kontoghiorghes,Berc Rustem,Stavros Si Book 2002 Springer Sci