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Handbook of Asset and Liability Management: Theory and Methodology
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Handbook of Asset and Liability Management: Theory and Methodology Hardcover - 2006

by Stavros A. Zenios (Editor); William T. Ziemba (Editor)


From the publisher

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.

Details

  • Title Handbook of Asset and Liability Management: Theory and Methodology
  • Author Stavros A. Zenios (Editor); William T. Ziemba (Editor)
  • Binding Hardcover
  • Edition First Edition
  • Pages 508
  • Volumes 1
  • Language ENG
  • Publisher North-Holland, Saint Louis, MO
  • Date 2006-07-01
  • ISBN 9780444508751 / 0444508759
  • Weight 2.35 lbs (1.07 kg)
  • Dimensions 9.54 x 6.72 x 0.98 in (24.23 x 17.07 x 2.49 cm)
  • Dewey Decimal Code 332.106
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Handbook of Asset and Liability Management: Theory and Methodology
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Handbook of Asset and Liability Management: Theory and Methodology

by S. a. Zenios

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9780444508751
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Handbook of Asset and Liability Management: Theory and Methodology
Stock Photo: Cover May Be Different

Handbook of Asset and Liability Management: Theory and Methodology

by Stavros A. Zenios [Editor]; W. T. Ziemba [Editor];

  • New
  • Hardcover
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Hardcover
ISBN 13
9780444508751
ISBN 10
0444508759
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