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Worldwide Asset and Liability Modeling (Publications of the Newton Institute, Series Number 10) - Hardcover

 
9780521571876: Worldwide Asset and Liability Modeling (Publications of the Newton Institute, Series Number 10)
Hardcover
ISBN 10: 0521571871 ISBN 13: 9780521571876
Publisher: Cambridge University Press, 1998

Synopsis

This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented or represent new innovative approaches that may lead to future novel applications, that is, financial engineering. This is essential reading for all involved in analyzing the financial markets.

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Review

"The combination of theoretical papers and practical discussions of actual asset/liability management (`ALM') models make for an appealing wealth of inforamtion bound in one volume. Unlike many treatments of ALM modeling problems --especially in the practitioner literature--this book has the strength of tackling a fairly technical in broad manner. The book should have great appeal to those whose responsibility it is to solve ALM modeling problems. In addition, it is an excellent introduction for those outside the field to both the strategic and the technical issues facing ALM modelers today." Financial Engineering News

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Publisher
Cambridge University Press
Publication date
1998
Language
English
ISBN 10 
0521571871
ISBN 13 
9780521571876
Binding
Hardcover
Edition number
1
Number of pages
680
Editor
Ziemba William T., Mulvey John M.