Handbook of Asset and Liability Management: From Models to Optimal Return Strategies

Handbook of Asset and Liability Management: From Models to Optimal Return Strategies

Author: Alexandre Adam
ISBN-10: 0470034963
ISBN-13: 9780470034965
Release: December 10, 2007
Hardcover: 576 pages
Book Description
In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.