ENGLISH

Asset and Liability Management Handbook

By Gautam Mitra , Katharina Schwaiger

Book information

Publisher
Palgrave Macmillan
Year
2011
ISBN
0230277799, 9780230277793
LCC
HG1615.25 .A73 2011
Google Books ID
IIPTbwAACAAJ
Open Library ID
OL24885025M
Language
english
Format
PDF
Filesize
7 MB (7421382 bytes)
Edition
1
Pages
553\553
Orientation
yes
Scanned
no
Time added
2011-08-31 04:54:40

Description

Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.

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