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Applications and case studies

Author: Stavros Andrea Zenios; W T Ziemba
Publisher: Amsterdam ; Boston : Elsevier : North-Holland, 2007.
Series: Handbook of asset and liability management, 2; Handbooks in finance, bk. 2.
Edition/Format:   eBook : Document : English : 1st edView all editions and formats
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Focuses on applications and case studies in asset and liability management. This volume portrays ALM in practice which addresses the theories and methodologies behind these models. It describes and  Read more...

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Applications and case studies.
Amsterdam ; Boston : Elsevier : North-Holland, 2007
(OCoLC)85897849
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Stavros Andrea Zenios; W T Ziemba
ISBN: 0080548563 9780080548562
OCLC Number: 325490981
Description: 1 online resource (xxiv, 490-1147 pages) : illustrations.
Contents: ALM in bankingDynamic financial analysis for multinational insurance companies Stochastic Programming Models for Strategic and Tactical Asset Allocation - a study from Norwegian life insuranceDesigning and management of unit-linked life insurance contracts with guaranteesThe PROMETEIA Model for Managing Insurance Policies with GuaranteesIntegrated risk control using stochastic programming ALM models for money management Asset-Liability Management for Individual InvestorsA Scenario approach of ALMThe Russell Yasuda, InnoALM and related models for pensions, insurance companies and high net worth individualsDynamic Asset & Liability Management for Swiss Pension FundsJoined-Up Pensions Policy in the UK: An Asset-Liability Model for Simultaneously Determining the Asset Allocation and Contribution RateALM issues in social security
Series Title: Handbook of asset and liability management, 2; Handbooks in finance, bk. 2.
Responsibility: edited by S.A. Zenios and W.T. Ziemba.

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"A decade on, this two volume handbook is destined to replace its predecessor 'Worldwide Asset and Liability Modeling' as the standard reference work in the field."M.A.H. DempsterUniversity of Read more...

 
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