Research Catalog

Title

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

Publication

Amsterdam ; Boston : Elsevier, 2006.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Kortleve, Niels.
• Nijman, Theo.
• Ponds, Eduard.

Description

v, 209 pages : illustrations; 25 cm

Subject

• Pension trusts > Management
• Fair value > Accounting

Bibliography (note)

• Includes bibliographical references.

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.

ISBN

044452245X :

LCCN

9780444522450

OCLC

• ocm71214279
• SCSB-5924227

Owning Institutions

Columbia University Libraries