Personal Investing, Mathematical Modeling - Engineering & Technology, Financial Risk Management, Finance - Planning
Worldwide Asset and Liability Modeling
John M. Mulvey (Editor), William T. Ziemba (Editor), H. K. Moffatt
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Overview
This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented or represent new innovative approaches that may lead to future novel applications, that is, financial engineering. This is essential reading for all involved in analyzing the financial markets.Editorials
From the Publisher
"The combination of theoretical papers and practical discussions of actual asset/liability management ('ALM') models make for an appealing wealth of inforamtion bound in one volume. Unlike many treatments of ALM modeling problems --especially in the practitioner literature--this book has the strength of tackling a fairly technical in broad manner. The book should have great appeal to those whose responsibility it is to solve ALM 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 NewsBook Details
Published
November 1, 1998
Publisher
Cambridge University Press
Pages
680
Format
Hardcover
ISBN
9780521571876