Handbook of asset and liability management. Vol. 1, Theory and methodology

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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 … celý popis

Podrobná bibliografie

Další autoři

Stavros Andrea Zenios, 1959-
William T. Ziemba

Typ dokumentu

Knihy

Fyzický popis

xix, 487 s. : il.

Vydáno

Amsterdam : Elsevier, 2006

Vydání

1st ed.

Edice

Handbooks in finance

Témata

finanční investování

investiční majetek

kalkulace cen

měnová politika

kapitálové trhy

matematické modelování

investiční management

sborníky

financial investments

capital assets

pricing

monetary policy

capital market

mathematical modeling

Bibliografie

Obsahuje bibliografii a rejstřík

ISBN

0-444-50875-9