Gestão de Activos-Passivos (1 º Sem 2018/2019)

CA (Actuarial Science)

Bibliografia

Principal

  • Neuhaus, Walther, Lecture notes , ., 2011

Secundária

  • Hull, J.C., Options, Futures, and other Derivatives, Hull, J.C.: Options, Futures, and other Derivatives (use any of a score of editions). Prentice Hall., 2017
  • Dowd, K., Measuring Market Risk, Dowd, K.: Measuring Market Risk. John Wiley & Sons., 2010
  • William F. Sharpe and Lawrence G. Tint, Optimization of asset portfolios respecting stochastic liability returns, a closed form solution for the optimum portfolio selection., William F. Sharpe and Lawrence G. Tint (1990), Optimization of asset portfolios respecting stochastic liability returns, a closed form solution for the optimum portfolio selection. The Journal of Portfolio Management., 1990
  • Insurance Information Institute, Alternative Capital and its impact on Insurance and reinsurance Markets., Alternative Capital and its impact on Insurance and reinsurance Markets. Insurance Information Institute New York. March 2015., 2015