Asset and Liability Management Handbook

. Ed(s): Mitra, Gautam; Schwaiger, Katharina

ISBN 10: 0230277799 / ISBN 13: 9780230277793

Published by Palgrave Macmillan, 2011

About this Item

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks. Editor(s): Mitra, Gautam; Schwaiger, Katharina. Num Pages: 550 pages, biography. BIC Classification: KFFK; KFFM. Category: (P) Professional & Vocational. Dimension: 240 x 163 x 36. Weight in Grams: 980. . 2011. Hardback. . . . .

Seller Inventory # V9780230277793

Bibliographic Details

• Title: Asset and Liability Management Handbook
• Publisher: Palgrave Macmillan
• Publication Date: 2011
• Language: English
• ISBN 10: 0230277799
• ISBN 13: 9780230277793
• Binding: Hardcover
• Condition: New

About this title

Synopsis

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

About the Author

GAUTAM MITRA is Distinguished Professor and Director of CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK. He is internationally renowned for his research in the field of Operational Research, in particular computational optimisation and modelling.

KATHARINA SCHWAIGER is Knowledge Transfer Partnership post-Doc Associate at CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK.