Asset and Liability Management Handbook

ISBN 10: 0230277799 / ISBN 13: 9780230277793

Edité par Palgrave Macmillan Limited, 2011

Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. N° de réf. du vendeur 52596949-6

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.

À propos de l?auteur: 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.

Détails bibliographiques

Titre : Asset and Liability Management Handbook
Éditeur : Palgrave Macmillan Limited
Date d'édition : 2011
Reliure : Couverture rigide
Etat : Very Good