Worldwide Asset and Liability Modeling - Couverture rigide

Couverture rigide

ISBN 10 : 0521571871 ISBN 13 : 9780521571876

Editeur : Cambridge University Press, 1998

Synopsis

Deals with areas at interface between finance and mathematics.

A propos du livre

Présentation de l'éditeur

The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. 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. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.

Revue de presse

'The book should have great appeal to those who responsibility it is to solve ALM [Asset Liability Management] 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

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 1998
• Langue: anglais
• ISBN 10: 0521571871
• ISBN 13: 9780521571876
• Reliure: Relié
• Nombre de pages: 680
• Éditeur: Ziemba William T., Mulvey John M.
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France