Pricing longevity swaps : an empirical investigation using the risk-neutral simulation method
Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
| Main Author: | |
|---|---|
| Format: | masterThesis |
| Language: | eng |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10362/32045 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/32045 |
| Summary: | Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management |
|---|