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Economics/Finances Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies

Posted on 2010-03-16




Name:Economics/Finances Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies
Author:Stavros A. Zenios ,William T. Ziemba
Publisher:North Holland
Publish Date:August 21, 2007
Language:English
Pages:684
File size:3.3 Mb
   Economics/Finances Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies

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  • Author: Stavros A. Zenios ,William T. Ziemba
  • Publisher: North Holland
  • Publish Date: August 21, 2007
  • Pages: 684
Review

A decade on, this two volume handbook is destined to replace its predecessor 'Worldwide Asset and Liability Modeling' as the standard reference work in the field.

M.A.H. Dempster

University of Cambridge

This second volume of the 'Handbook of Asset and Liability Management' provides a fascinating and extensive view of how the Operations Research and Mathematical Finance tools, described in the first volume, can be exploited profitably by pension funds (including the government Social Security program), insurance companies, banks, major and individual investors. It might almost be unreasonable to be involved in portfolio management, the design of insurance policies or setting up a pension fund without a serious reading of this compendium.

Roger J-B Wets

University of California, Davis

"Once again the editors have put together a volume that both practitioners and academics can appreciate. This volume has the technical depth for all and the practical breadth to make it a popular resource."

David Hobson Myers

Lehigh University --David Hobson Myers - Lehigh University
Rating:

2.5 out of 5 by

 
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