Handbook of Asset and Liability Management : Theory and Methodology

S. a. Zenios

ISBN 10: 0444508759 / ISBN 13: 9780444508751

Published by Elsevier BV Jul 2006, 2006

About this Item

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

Bibliographic Details

• Title: Handbook of Asset and Liability Management : Theory and Methodology
• Publisher: Elsevier BV Jul 2006
• Publication Date: 2006
• Language: English
• ISBN 10: 0444508759
• ISBN 13: 9780444508751
• Binding: Buch
• Condition: Neu
• Dimensions: 242W x 171H x 25D millimeters 242 millimeters width by 171 millimeters height by 25 millimeters depth
• Weight: 1066 grams

About this title

Synopsis

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.

*Each volume presents an accurate survey of a sub-field of finance*Fills a substantial gap in this field*Broad in scope

Book Description

A definitive source for comprehensive and accessible information in the field of finance