Handbook of Asset and Liability Management

List Price:	~~$160.00~~
Amazon Price:	$128.00 & eligible for FREE Super Saver Shipping on orders over $25.
You Save:	$32.00 (20%)
Average Rating:
Lowest New Price:	$128.00
Availablitiy:	Usually ships in 24 hours

Editorial Reviews
Product Description
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

Customers who bought this item also bought

All Customer Reviews
Average Customer Review: 3 out of 5 stars

0 of 0 people found the following review helpful:

3 out of 5 stars

Good but quite confuse, 2007-09-18
This book has a good summary of the new challenges in the Enterprise Wide Risk Management and ALM. But when applying some concepts and theories it complicates itself. Focuses too little in the issues related to the appropriate mapping of Assets and Liabilities and too much in those of the optimization.

Price is accurate as of the date/time indicated. Prices and product availability are subject to change. Any price displayed on the Amazon website at the time of purchase will govern the sale of this product.