Book contents
- Frontmatter
- Contents
- Acknowledgments
- 1 Introduction and Motivation
- 2 Mathematical Preliminaries – Working with Interest Rates
- 3 Personal Balance Sheet and Human Capital
- 4 Consumption Smoothing and Optimal Savings
- 5 Debts, Loans, and Mortgages [Canadian Content]
- 6 Personal Income Taxes [Canadian Content]
- 7 Risk, Utility, and Insurance
- 8 Mortality Risk and Life Insurance
- 9 Investment and Diversification
- 10 The Mathematics of Portfolio Diversification
- 11 Housing Decisions
- 12 Pensions and Retirement [Canadian Content]
- 13 Advanced Material: Part I. Continuous Time and the Calculus of Variations
- 14 Advanced Material: Part II. Stochastic Optimal Control and the HJB Equation
- 15 Concluding Thoughts and Next Steps
- Bibliography
- Index
Index
Published online by Cambridge University Press: 05 June 2012
- Frontmatter
- Contents
- Acknowledgments
- 1 Introduction and Motivation
- 2 Mathematical Preliminaries – Working with Interest Rates
- 3 Personal Balance Sheet and Human Capital
- 4 Consumption Smoothing and Optimal Savings
- 5 Debts, Loans, and Mortgages [Canadian Content]
- 6 Personal Income Taxes [Canadian Content]
- 7 Risk, Utility, and Insurance
- 8 Mortality Risk and Life Insurance
- 9 Investment and Diversification
- 10 The Mathematics of Portfolio Diversification
- 11 Housing Decisions
- 12 Pensions and Retirement [Canadian Content]
- 13 Advanced Material: Part I. Continuous Time and the Calculus of Variations
- 14 Advanced Material: Part II. Stochastic Optimal Control and the HJB Equation
- 15 Concluding Thoughts and Next Steps
- Bibliography
- Index
Summary
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- Strategic Financial Planning over the LifecycleA Conceptual Approach to Personal Risk Management, pp. 357 - 367Publisher: Cambridge University PressPrint publication year: 2012