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 … full description

Bibliographic Details

Other Authors

Stavros Andrea Zenios, 1959-
William T. Ziemba

Document Type

Books

Physical Description

xix, 487 s. : il.

Published

Amsterdam : Elsevier, 2006

Edition

1st ed.

Series

Handbooks in finance

Subjects

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

Bibliography

Obsahuje bibliografii a rejstřík

ISBN

0-444-50875-9