Optimal management of immunized portfolios

Description
Speech by the Director Riccardo Cesari at the 41st Annual Meeting of The Association for Mathematics Applied to Social and Economic Sciences (AMASES) - Cagliari, 15 September 2017
Category
speech
Author
Member of the Board of Directors
Date of the event
15 September 2017

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Texts

  1. Optimal management of immunized portfolios pdf 1.1 MB
  2. 41st Annual Meeting of The Association for Mathematics Applied to Social and Economic Sciences (AMASES) - Programme pdf 1.0 MB
  3. Duration, convexity and the optimal management of bond portfolios for insurance companies pdf 1.1 MB