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Handbook of Asset and Liability Management: Theory and Methodology (Andbooks in Finance, 2, Band 2) - Hardcover

 
9780444508751: Handbook of Asset and Liability Management: Theory and Methodology (Andbooks in Finance, 2, Band 2)
Hardcover
ISBN 10: 0444508759 ISBN 13: 9780444508751
Verlag: North Holland, 2006

Inhaltsangabe

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.

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Verlag
North Holland
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
0444508759
ISBN 13 
9780444508751
Einband
Gebundene Ausgabe
Anzahl der Seiten
508
Herausgeber
Zenios Stavros A., Ziemba William T.
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

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