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Asset and liability management handbook / Gautam Mitra and Katharina Schwaiger

By: Contributor(s): Material type: TextTextPublication details: Hampshire : Palgrave Macmillan, 2011Description: xxxv, 515p. 23cmISBN:
  • 9780230277793
Subject(s): DDC classification:
  • 332.0681 MIT
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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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