Asset and Liability Management Handbook by G Mitra

Asset and Liability Management Handbook by G Mitra

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.

'Investors without liabilities don't need assetsThis is the central message from this timely book that offers the best-in-class thinking from leading academics and practitioners in the field of Asset Liability Management. Anyone managing assets will need to read this book.' - Prof. Dr. Bernd Scherer, Professor of Finance, EDHEC Business School, London, UK

'The book provides an excellent overview on latest developments in quantitative methods for Asset Liability Management. The contributed articles particularly emphasize applicability aspects with traceable examples. It is a "must read" for everybody responsible for the solution of ALM modeling problems in the banking, insurance and pension fund industry.' - Prof. Dr. Karl Frauendorfer, Dean, School of Finance, University of St. Gallen, Switzerland

'This book is ideally timed. It collects together some of the best thinkers working in ALM currently, mixing leading edge academic work with practitioner insights. The focus by industry sector allows experts to enjoy comparing best practice in their own sectors with the frontiers of knowledge in allied disciplines. It also makes a valuable additional resource for trainee actuaries. For those less familiar with the subject, the format gives an appreciation of the range of innovation that ALM is driving across the financial sector.' - Nigel Masters, Immediate Past President, Institute and Faculty of Actuaries, UK

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.

SKU	Nicht verfügbar
ISBN 13	9780230277793
ISBN 10	0230277799
Titel	Asset and Liability Management Handbook
Autor	G Mitra
Buchzustand	Nicht verfügbar
Verlag	Palgrave Macmillan
Erscheinungsjahr	2011-03-29
Seitenanzahl	515
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar