Worldwide Asset and Liability Modeling (Publications of the Newton Institute)
Editorial Reviews
Review
'The book should have great appeal to those who responsibility it is to solve ALM [Asset Liability Management] modeling problems. In 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
Book Description
This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. 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, that is, financial engineering. This is essential reading for all involved in analyzing the financial markets.
Worldwide Asset and Liability Modeling (Publications of the Newton Institute),William T. Ziemba,John M. Mulvey,H. K. Moffatt,Cambridge University Press,0521571871,Asset allocation,Asset-liability management,Business & Economics,Business / Economics / Finance,Business/Economics,Economics - General,Investment Analysis,Investments,Investments & Securities - General,Mathematical models,Probability & Statistics - General,Asset allocation--Mathematical models,Investment & securities,Mathematics / Applied,Probability & statistics
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