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Financial risk management for pension plans / (Record no. 4288)

MARC details
000 -LEADER
fixed length control field	01762cam a22002658a 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	040726s2004 ne f b 001 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	0444516743 (hbk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9780444516749
040 ## - CATALOGING SOURCE
Original cataloging agency	UKM
Transcribing agency	UKM
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	332.67254
Item number	GAJ
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Gajek, Lesław.
245 10 - TITLE STATEMENT
Title	Financial risk management for pension plans /
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc	Amsterdam ;
--	Oxford :
Name of publisher, distributor, etc	Elsevier,
Date of publication, distribution, etc	2004.
300 ## - PHYSICAL DESCRIPTION
Extent	xiv, 366 p. :
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc	Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc.	This book is devoted to modern methodologies of financial risk management of pension plans, mostly defined benefit plans. The book outlines basic actuarial valuation concepts and then presents actuarial funding and valuation methods for defined benefit plans, and discusses their relationship to other types of pension plans. Optimal funding methodologies are developed in simple deterministic and in stochastic cases. The question of measurement of rate of return of a fund is analyzed in detail, pointing out how the choice of a market index affects it. The problem of stability of the value of liabilities is analyzed as well. Modern investment theory, including equilibrium and arbitrage models, is used to discuss ways to value both marketable and non-marketable assets, as well as liabilities. All commonly used methodologies of valuation of assets are listed and analyzed. Finally, financial risk management for pension plans is presented in detail, with emphasis on applicable asset-liability management methodologies.
590 ## - Local Notes: Cataloguer & Date
Local note	oif 08/08/16
591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans
Local Note: Item Class	Loan
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Pension trusts
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Pension fund investment
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Risk management.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name	Ostaszewski, Krzysztof,
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme	Dewey Decimal Classification
Koha item type	Monograph & others
949 ## - LOCAL PROCESSING INFORMATION (Call No. /Shelf Ref)
Call No. /Shelf Ref	332.67254 OST

Holdings
Source of classification or shelving scheme	Collection code	Home library	Current library	Shelving location	Date acquired	Full call number	Barcode	Date last seen	Copy number	Bill Date	Koha item type
Dewey Decimal Classification	Non-fiction	CBN BAUCHI BRANCH LIBRARY	CBN BAUCHI BRANCH LIBRARY	General Stacks	26/03/2018	332.67254 GAJ	31008100385851	26/03/2018	c.1	26/03/2018	Monograph & others
Dewey Decimal Classification	Non-fiction	CBN ENUGU BRANCH LIBRARY	CBN ENUGU BRANCH LIBRARY	General Stacks	12/12/2018	332.67254 GAJ	31008100779731	12/12/2018	c. 1	12/12/2018	Monograph & others
Dewey Decimal Classification	Non-fiction	CBN HQ Library	CBN HQ Library	General Stacks	08/08/2016	332.67254 GAJ	31008100080700	08/08/2016	1	08/08/2016	Monograph & others
Dewey Decimal Classification	Non-fiction	CBN HQ Library	CBN HQ Library	General Stacks	08/08/2016	332.67254 GAJ	31008100080718	08/08/2016	2	08/08/2016	Monograph & others
Dewey Decimal Classification	Non-fiction	CBN IBADAN BRANCH LIBRARY	CBN IBADAN BRANCH LIBRARY	General Stacks	27/07/2018	332.67254 GAJ	31008100740683	27/07/2018	C.1	27/07/2018	Monograph & others
Dewey Decimal Classification		CBN LAGOS LAISON OFFICE LIBRARY	CBN LAGOS LAISON OFFICE LIBRARY	General Stacks	02/11/2018	332.67254 GAJ	31008100771100	02/11/2018	c. 1	02/11/2018	Monograph & others
Dewey Decimal Classification	Non-fiction	CBN LAGOS LEARNING CENTRE LIBRARY	CBN LAGOS LEARNING CENTRE LIBRARY	General Stacks	09/09/2021	332.67254 GAJ	31008100847603	09/09/2021	c.1	09/09/2021	Monograph & others