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Handbook of Asset and Liability Management: Theory and Methodology: 1 (Andbooks in Finance, 2) - Tapa dura

 
9780444508751: Handbook of Asset and Liability Management: Theory and Methodology: 1 (Andbooks in Finance, 2)
Tapa dura
ISBN 10: 0444508759 ISBN 13: 9780444508751
Editorial: Elsevier, 2006

Sinopsis

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Elsevier
Año de publicación
2006
Idioma
Inglés
ISBN 10 
0444508759
ISBN 13 
9780444508751
Encuadernación
Tapa dura
Número de páginas
508
Editor
Zenios S. A., Ziemba W. T., Ziemba William T.
Contacto del fabricante
no disponible
Persona responsable
gpsr@libri.de
gpsr@libri.de

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