Articoli correlati a Worldwide Asset and Liability Modeling

Worldwide Asset and Liability Modeling - Rilegato

 
9780521571876: Worldwide Asset and Liability Modeling

Sinossi

Deals with areas at interface between finance and mathematics.

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Recensione

'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

Descrizione del libro

These papers discuss how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. They integrate a number of techniques and discuss various models that may lead to future novel applications, i.e. financial engineering.

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