Fair value and pension fund management / edited by Niels Kortleve, Theo Nijman, Eduard Ponds.

Other author Kortleve, Niels.
Other author Nijman, Theo.
Other author Ponds, Eduard.
Format Book
Edition1st ed.
Publication InfoAmsterdam ; Boston : Elsevier, 2006.
Descriptionv, 209 pages : illustrations ; 25 cm
Subjects
Pension trusts--Management.
Fair value--Accounting.

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.
Bibliography noteIncludes bibliographical references.
ISBN044452245X :
ISBN9780444522450

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HD7105.4 .F34 2006 ✔ Available Place Hold