Handbook of Asset and Liability Management
eBook - PDF

Handbook of Asset and Liability Management

Theory and Methodology

  1. 508 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Handbook of Asset and Liability Management

Theory and Methodology

Book details
Table of contents
Citations

About This Book

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.*Each volume presents an accurate survey of a sub-field of finance*Fills a substantial gap in this field*Broad in scope

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Yes, you can access Handbook of Asset and Liability Management by Stavros A. Zenios,William T. Ziemba in PDF and/or ePUB format, as well as other popular books in Crescita personale & Finanza a livello personale. We have over one million books available in our catalogue for you to explore.

Information

Publisher
North Holland
Year
2006
ISBN
9780080478203
Topic
Crescita personale
Subtopic
Finanza a livello personale

Table of contents

  1. Front cover
  2. Title page
  3. Copyright page
  4. Introduction to the Series
  5. Contents of the Handbook
  6. Preface
  7. Contents
  8. Chapter 1. Enterprise-Wide Asset and Liability Management: Issues, Institutions, and Models
  9. Chapter 2. Term and Volatility Structures
  10. Chapter 3. Protecting Investors Against Changes in Interest Rates
  11. Chapter 4. Risk-Return Analysis
  12. Chapter 5. Dynamic Asset Allocation Strategies Using a Stochastic Dynamic Programming Approach
  13. Chapter 6. Stochastic Programming Models for Asset Liability Management
  14. Chapter 7. Bond Portfolio Management via Stochastic Programming
  15. Chapter 8. Perturbation Methods for Dynamic Portfolio Allocation Problems
  16. Chapter 9. The Kelly Criterion in Blackjack Sports Betting, and the Stock Market
  17. Chapter 10. Capital Growth: Theory and Practice
  18. Author Index
  19. Subject Index