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Handbook of asset and liability management 1st ed

Handbook of asset and liability management 1st ed (Loan 4 times)

Material type
단행본
Personal Author
Zenios, Stavros Andrea. Ziemba, W. T.
Title Statement
Handbook of asset and liability management / edited by S.A. Zenios and W.T. Ziemba.
판사항
1st ed.
Publication, Distribution, etc
Amsterdam ;   Oxford :   Elsevier,   2006-.  
Physical Medium
v. : ill. ; 25 cm.
Series Statement
Handbooks in finance ;2
ISBN
0444508759 (hbk. : v. 1) 9780444508751 (hbk. : v. 1)
Content Notes
v. 1. Theory and methodology.
Bibliography, Etc. Note
Includes bibliographical references and indexs.
Subject Added Entry-Topical Term
Asset-liability management. Asset-liability management -- Mathematical models.
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001 000045740605
005 20130222120121
008 130220m20069999ne a b 001 0 eng
015 ▼a GBA637607 ▼2 bnb
020 ▼a 0444508759 (hbk. : v. 1)
020 ▼a 9780444508751 (hbk. : v. 1)
035 ▼a (KERIS)REF000013012633
040 ▼a UKM ▼c UKM ▼d NLGGC ▼d BAKER ▼d HKP ▼d YDXCP ▼d CUY ▼d OHX ▼d 211009
082 0 4 ▼a 332.10681 ▼2 23
084 ▼a 332.10681 ▼2 DDCK
090 ▼a 332.10681 ▼b H2362
245 0 0 ▼a Handbook of asset and liability management / ▼c edited by S.A. Zenios and W.T. Ziemba.
250 ▼a 1st ed.
260 ▼a Amsterdam ; ▼a Oxford : ▼b Elsevier, ▼c 2006-.
300 ▼a v. : ▼b ill. ; ▼c 25 cm.
490 1 ▼a Handbooks in finance ; ▼v 2
504 ▼a Includes bibliographical references and indexs.
505 1 0 ▼g v. 1. ▼t Theory and methodology.
650 0 ▼a Asset-liability management.
650 0 ▼a Asset-liability management ▼x Mathematical models.
700 1 ▼a Zenios, Stavros Andrea.
700 1 ▼a Ziemba, W. T.
830 0 ▼a Handbooks in finance ; ▼v 2.
945 ▼a KLPA

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.10681 H2362 Accession No. 111689220 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Volume 1.
Theory and Methodology.
Preface to Volumes A and B. 1.Enterprise-Wide Asset and Liability Management:Issues, Institutions and Models (D. Rosen & S. Zenios). 2. Term and volatility structures (R.J-.B. Wets & S. Bianchi). 3. Protecting investors against changes in interest rates (O. de la Grandville). 4. Risk-return analysis (H. Markowitz & E. van Dijk). 5. Dynamic Asset allocation and strategies (G. Infanger). 6. Stochastic programming models (R. Kouwenberg & S.A. Zenios). 7. Bond portfolio management via stochastic programming (M. Bertochhi, J. Dupacova, V. Moriggia). 8. Pertubation methods for dynamic portfolio allocation problems (G. Chacko & K. Neumar). 9. The Kelly criterion in blackjack, sport betting and the stock market (E. O’Thorpe). 10. Capital growth theory and practice (L. MacLean & W. T. Ziemba).


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