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Applications in finance, investments, and banking

Applications in finance, investments, and banking

Material type
단행본
Personal Author
Ho, Diem. Schneeweis, Thomas.
Title Statement
Applications in finance, investments, and banking / editors, Diem Ho, Thomas Schneeweis.
Publication, Distribution, etc
Boston, Mass. :   Kluwer Academic Publishers,   1998.  
Physical Medium
xv, 333 p. ; 25 cm.
Series Statement
Advances in computational economics ; v. 9
ISBN
0792382943 (alk. paper)
Subject Added Entry-Topical Term
Asset-liability management. Financial institutions -- Management.
000 00863namuu22002658a 4500
001 000000637057
005 19990617155931
008 980820s1998 mau 000 0 eng
010 ▼a 98041135
020 ▼a 0792382943 (alk. paper)
040 ▼a DLC ▼c DLC
049 1 ▼l 911001281 ▼f 국대원
050 0 0 ▼a HG1615.25 ▼b .A65 1998
082 0 0 ▼a 332.1/068/1 ▼2 21
090 ▼a 332.10681 ▼b A652
245 0 0 ▼a Applications in finance, investments, and banking / ▼c editors, Diem Ho, Thomas Schneeweis.
260 ▼a Boston, Mass. : ▼b Kluwer Academic Publishers, ▼c 1998.
263 ▼a 9812
300 ▼a xv, 333 p. ; ▼c 25 cm.
440 0 ▼a Advances in computational economics ; ▼v v. 9
650 0 ▼a Asset-liability management.
650 0 ▼a Financial institutions ▼x Management.
700 1 ▼a Ho, Diem.
700 1 ▼a Schneeweis, Thomas.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Graduate School of International Studies/ Call Number 332.10681 A652 Accession No. 911001281 Availability Available Due Date Make a Reservation Service M

Contents information

Table of Contents


CONTENTS

Part Ⅰ. Finance Overview

 1. Advanced Applications in Finance : An Overview of Problems and Solution / Techniques / Diem Ho = 1

Part Ⅱ. Issues in Financial Management for Financial Institutions

 2. Principles for the Control of Asset Liability Management Strategies in Banks and Insurance Companies / Goren Bergendahl ; Jacques Janssen = 21

 3. Asset & Liability Management : Regulatory Guidelines on Interest Rate Risk Control and Their Impacts on Financial Institution / Elisabetta Gualandri = 63

 4. OTC Derivatives and the 'Competitive Payments System' Debate : The Lessons from History and Implications for a Supervisory Framework / George A. Martin = 93

Part Ⅲ. Issues in Asset Management

 5. A Unified Approach to Performance Attribution / Thomas K. Philips = 159

 6. Volatility / Ronald C. Heynen ; Harry M. Kat = 197

Part Ⅳ. Issues in Investment Management

 7. Diversifying Earnings Forecast Errors via Composites of Market-based, Analyst and Time-Series Predictions / Pieter Elgers ; May Lo ; Dennis Murray = 257

 8. The Valuation of Cross-Currency Interest-Sensitive Claims with Application to "Diff" Swaps / Simon H. Babbs = 285



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