Handbook Of Asset And Liability Management: Theory and Methodology - Couverture rigide

 
9780444508751: Handbook Of Asset And Liability Management: Theory and Methodology
Couverture rigide
ISBN 10 : 0444508759 ISBN 13 : 9780444508751
Editeur : North-Holland, 2006

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
North-Holland
Date d'édition
2006
Langue
anglais
ISBN 10 
0444508759
ISBN 13 
9780444508751
Reliure
Relié
Nombre de pages
508
Éditeur
Zenios Stavros A., Ziemba William T.
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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