Gautam Mitra, Katharina Schwaiger, "Asset and Liability Management Handbook"
English | 2011-04-26 | ISBN: 0230277799 | 553 pages | PDF | 7.1 mb
English | 2011-04-26 | ISBN: 0230277799 | 553 pages | PDF | 7.1 mb
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.