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Asset and liability management handbook / edited by Gautam Mitra and Katharina Schwaiger

データ種別	図書
出版者	Basingstoke [U.K.] ; New York : Palgrave Macmillan
出版年	2011
本文言語	英語
大きさ	xxxv, 515 p. : ill. ; 25 cm

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配架場所	請求記号	巻　次	ISBN	資料番号	資料状態	利用注記	コメント	予約・取寄	申込書	仮想書架
書庫5階	HG:1615.25:A73:2011	: hardback	9780230277793	006021858				予約・取寄		仮想書架	予約・取寄		仮想書架

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内容注記	Banks asset-liability and liquidity risk management / Moorad Choudhry A two-factor HJM interesst rate model for use in asset liability management / Sarp Kaya Acar ... [et al.] Long-term interest rates and consol bond valuation / Michael Dempster, Elena Medova and Michael Villaverde Asset liability management modelling with risk control by stochastic dominance / Xi Yang, Jacek Gondzio and Andreas Grothey The 401(k) retirement income risk / Frank Sortino and David Hand Pensions, covenants and insurance / Con Keating Employee's provident funds of singapore, Malaysia, India and Sri Lnaka : a comparative study / Siti Sheikh Hussin ... [et al.] Dynamic risk management : optimal investment with risk constraints / Stuart Jarvis Optimal investment strategies in defined contribution pension plans / David Blake, Andrew Cairns and Kevin Dowd Duration-enhancing overlay strategies for defined benefit pension plans / John M. Mulvey, Woo Chang Kim and Yi Ma A robust optimization approach to pension fund management / Garud Iyengar and Alfred Ka Chun Ma Alternative decision models for liability-driven investment / Katharina Schwaiger, Cormac Lucas and Gautam Mitra A liability-relative drawdown approach to pension asset liability management / Arjan Berkelaar and Roy Kouwenberg Asset-liability management in defined contribution pensions : a stochastic model with reference to auto choice portfolio in the new pension system in India / Hira Sadhak and Steward Doss Planning for retirement : asset liability management for individuals / Michael Dempster and Elena Medova The discretionary welth hypothesis in ana arbitrage-free term structure approach to asset-liability management / Dan diBartolomeo Expoliting asset-liablioty management concepts in private wealth management / Noël Amenc ... [et al.] Backtesting short-term treasury management strategies based on multi-stage stochatic programming / Robert Ferstl and Alexander Weissensteinder
一般注記	Includes index
著者標目	Mitra, Gautam Schwaiger, Katharina, 1983-
件　名	LCSH:Asset-liability management LCSH:Asset-liability management -- Mathematical models 全ての件名で検索 FREE:BUSINESS & ECONOMICS / Finance FREE:BUSINESS & ECONOMICS / Investments & Securities FREE:BUSINESS & ECONOMICS / General
分　類	LCC:HG1615.25 DC22:332.068/1
巻冊次	: hardback ; ISBN:9780230277793 ; XISBN:0230277799
ISBN	9780230277793

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