Contingent claims analysis and the valuation of pension liabilities
| Year of publication: |
1999
|
|---|---|
| Authors: | Steenkamp, Tom B.M. van |
| Institutions: | Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit |
| Subject: | Pensions | economic value | contingent claims analysis | option pricing | pension funds | pension liabilities |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Serie Research memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0019 |
| Classification: | G23 - Pension Funds; Other Private Financial Institutions |
| Source: |
Persistent link: https://www.econbiz.de/10010782500