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Asset and Liability Management Handbook

Gautam Mitra

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ISBN 10: 0230277799 / ISBN 13: 9780230277793
Published by Palgrave Macmillan Mrz 2011, 2011
New Condition: Neu
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Neuware - 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. 552 pp. Englisch. Bookseller Inventory # 9780230277793

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Bibliographic Details

Title: Asset and Liability Management Handbook

Publisher: Palgrave Macmillan Mrz 2011

Publication Date: 2011

Binding: Buch

Book Condition: Neu

About this title

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.

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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