Asset and liability management handbook
著者
書誌事項
Asset and liability management handbook
Palgrave Macmillan, 2011
大学図書館所蔵 全4件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes index
内容説明・目次
内容説明
Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.
目次
- Background and Overview of ALM Models
- G.Mitra & K.Schwaiger PART I: ALM MODELS APPLIED TO BANKS Bank Asset-Liability and Liquidity Risk Management
- M.Choudhry A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management
- S,K.Acar, R.Korn, K.Natcheva-Acar & J.Wenzel PART II: ALM MODELS APPLIED TO INSURANCE COMPANIES Long-Term Interest Rates and Consol Bond Valuation
- E.Medova, M.Dempster & M.Villaverde Asset-Liability Management Modelling with Risk Control by Stochastic Dominance
- X.Yang, J.Gondzio & A.Grothey PART III: ALM MODELS APPLIED TO PENSION FUNDS 401K Pension Plans in the USA
- F.Sortino Pensions, Covenants and Insurance
- C.Keating Comparison of Employees Provident Funds in Malaysia, Sri Lanka, India and Thailand
- S.S.Hussin, D.Roman, G.Mitra & W.K.W.Ahmad Dynamic Risk Management
- S.Jarvis Turning Pension Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers
- D.Blake, A.Cairns & K.Dowd Duration-Enhancing Overlay Strategies for Defined-Benefit Pension Plans
- J.M.Mulvey, W.C.Kim & Yi.Ma A Robust Optimization Approach to Pension Fund Management
- G.Iyengar & A.K.C.Ma Alternative Decision Models for Liability Determined Investment
- K.Schwaiger, C.Lucas & G.Mitra A Liability-Relative Drawdown Approach to Pension Asset Liability Management
- A.Berkelaar & R.Kouwenberg ALM in Defined Contribution Pension: A Stochastic Model with reference to Auto Choice Portfolio in NPS in India
- H.Sadhak & S.Doss PART IV: ALM MODELS APPLIED TO OTHER AREAS Planning for Retirement: Asset Liability Management for Individuals
- M.A.H.Dempster & E.Medova The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management
- D.DiBartolomeo Asset Liability Management in Private Wealth Management
- N.Amenc, L.Martellini, V.Milhau & V.Ziemann PART VI: DIRECTORY OF ALM SERVICE PROVIDERS Company Details, Summary of Services and Products
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