Asset and Liability Management Handbook - Hardcover

 
9780230277793: Asset and Liability Management Handbook

Synopsis

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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About the Author

GAUTAM MITRA is Distinguished Professor and Director of CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK. He is internationally renowned for his research in the field of Operational Research, in particular computational optimisation and modelling.

KATHARINA SCHWAIGER is Knowledge Transfer Partnership post-Doc Associate at CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK.

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Other Popular Editions of the Same Title

9781349325733: Asset and Liability Management Handbook

Featured Edition

ISBN 10:  1349325732 ISBN 13:  9781349325733
Publisher: Palgrave Macmillan, 2011
Softcover