Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds

Author(s)

• Berkelaar, Arjan B.
• Coche, Joachim
• Nyholm, Ken

Bibliographic Information

Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds

edited by Arjan B. Berkelaar, Joachim Coche, Ken Nyholm

Palgrave Macmillan, 2010

• : hbk

Note

Includes bibliographical references and index

Details

• NCID: BB0295335X
• ISBN:
  • 9780230240124
• LCCN: 2009045307
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basingstoke
• Pages/Volumes: xxxix, 366 p.
• Size: 23 cm
• Classification:
  • LCC : HG1615.25
  • DC22 : 332.1/13
  • DC : 332.11
• Subject Headings:
  • LCSH : Asset-liability management
  • LCSH : Interest rates
  • LCSH : Asset allocation
  • LCSH : Banks and banking, Central -- Management
  • LCSH : Financial institutions -- Investments