Worldwide Asset and Liability Modeling
Zusammenfassung
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Worldwide Asset and Liability Modeling by William T Ziemba
The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented, or represent new innovative approaches that may lead to future novel applications. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.
'The book should have great appeal to those who responsibility it is to solve ALM [Asset Liability Management] modeling problemsIn addition, it is an excellent introduction for those outside the field to both the strategic and the technical issues facing ALM modelers today.' Financial Engineering News
| SKU | Nicht verfügbar |
| ISBN 13 | 9780521571876 |
| ISBN 10 | 0521571871 |
| Titel | Worldwide Asset and Liability Modeling |
| Autor | William T Ziemba |
| Serie | Publications Of The Newton Institute |
| Buchzustand | Nicht verfügbar |
| Bindungsart | Hardback |
| Verlag | Cambridge University Press |
| Erscheinungsjahr | 1998-12-11 |
| Seitenanzahl | 680 |
| 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 |