Handbook of asset and liability management / S A Zenios and W T Ziemba
Material type:
TextSeries: Handbooks in finance ; 2Publication details: Amsterdam : Elsevier, 2006Description: xix, 487p, 24cmISBN: - 0444508759
- 332.6 ZEN
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Calcutta | 332.6 ZEN (Browse shelf(Opens below)) | Available | IIMC-123407 |
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| 332.6 WIL The Best of Wilmott / | 332.6 WUH Elements of investments: | 332.6 YUO Technology portfolio planning and management : | 332.6 ZEN Handbook of asset and liability management / | 332.6 ZIE Worldwide asset and liability modeling / | 332.6 ZIE Investing in the modern age / | 332.601 ASA Asset markets, portfolio choice and macroeconomic activity : |
V.1 : Theory and methodology
This book 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.
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