Worldwide asset and liability modeling
Éditeur :
Cambridge University Press
ISBN :
9780521571876
Date de publication :
12 nov. 1998
Dimensions :
23,5 x 15,8 x 4,2 cm
Poids :
467 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
These papers discuss how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. They integrate a number of techniques and discuss various models that may lead to future novel applications, i.e. financial engineering.