Handbook of Asset and Liability Management : Theory and Methodology

Language: English

Published by Elsevier BV Jul 2006, 2006

0444508759 / 9780444508751

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Neuware - This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. They effectively set the scene for Volume Two by showing how the management of risky assets and uncertain liabilities within an integrated, coherent framework remains the core problem for both financial institutions and other business enterprises as well.

Seller Inventory # 9780444508751

Title
Handbook of Asset and Liability Management : Theory and Methodology
Author
W. T. Ziemba
Publisher
Elsevier BV Jul 2006
Publication year
2006
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0444508759
ISBN 13
9780444508751
Item weight
1,066 grams
Dimensions
242x171x25 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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