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
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2018
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| Texto completo: | http://hdl.handle.net/10362/32045 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/32045 |
| Resumo: | Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management |
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