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Handbook of Asset and Liability Management: From Models to Optimal Return Buch - Adam, Alexandre
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Adam, Alexandre:

Handbook of Asset and Liability Management: From Models to Optimal Return Buch - hardcover

ISBN: 9780470034965

Knicke und Markierungen sowie persönliche Notizen sind nicht vorhanden. Du bist Student in und suchst verzweifelt nach guter Fachliteratur?. Mathematik & Technik. Sprache: Englisch. Als G… More...

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Alexandre Adam:

Handbook of Asset and Liability Management: From Models to Optimal Return Strategies (Wiley Finance) - hardcover

2007, ISBN: 0470034963

[EAN: 9780470034965], [SC: 0.0], [PU: Wiley], Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket… More...

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Alexandre Adam:
Handbook of Asset and Liability Management: From Models to Optimal Return Strategies (Wiley Finance) - hardcover

2007

ISBN: 0470034963

[EAN: 9780470034965], [SC: 0.0], [PU: Wiley], Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the avera… More...

Shipping costs:Versandkostenfrei. (EUR 0.00) medimops, Berlin, Germany [55410863] [Rating: 5 (von 5)]
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Handbook of Asset and Liability Management - Alexandre Adam
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Alexandre Adam:
Handbook of Asset and Liability Management - hardcover

ISBN: 9780470034965

Hardback, [PU: John Wiley & Sons Inc], In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies , Alexandre Adam presents a comprehensive guide to Asse… More...

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Handbook of Asset and Liability Management - Alexandre Adam
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Alexandre Adam:
Handbook of Asset and Liability Management - hardcover

2007, ISBN: 9780470034965

From Models to Optimal Return Strategies, Buch, Hardcover, [PU: John Wiley & Sons Inc], John Wiley & Sons Inc, 2007

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Details of the book
Handbook of Asset and Liability Management

The Handbook of Asset & Liability Management: From Models to Optimal Return Strategies is a Comprehensive resource for Asset and Liability Management (ALM) Professionals, providing the very latest global coverage of the topic. Starting with a look at the history of Asset and Liability Management and the current climate, the book then examines a range of accounting and auditing obligations, including IFRS and balance sheet presentation. Balance sheet items and products modelling are then explained in detail as well as the entire associated range of financial and non-financial risks. As well as the practical issues encountered by ALM managers, the Handbook of Asset Liability Management also considers the growing quantitative aspects of the role, looking at a range of technical tools and applications including market simulations, stochastic calculations, delta equivalent computations, and traditional and non-traditional statistical tools. The book then discusses capital requirements within the ALM context, notably the impacts of Basel II and solvency II and economic capital indicators. The final section of the book explains optimal return strategies, looking at risk perfect hedging, limits policies, income smoothing strategies and economic value management. The accompanying CD ROM features demonstrations of some basic ALM problems such as ALM Delta Equivalent computation; FTP computation and ALM risk indicators computation. It also includes modelling examples such as demand deposits, savings and prepayment modelling; and practical examples taken from a simplified retail Banking ALM framework.

Details of the book - Handbook of Asset and Liability Management


EAN (ISBN-13): 9780470034965
ISBN (ISBN-10): 0470034963
Hardcover
Paperback
Publishing year: 2007
Publisher: John Wiley & Sons Inc
576 Pages
Weight: 1,149 kg
Language: eng/Englisch

Book in our database since 2007-12-10T13:40:16+00:00 (London)
Detail page last modified on 2023-03-02T14:56:41+00:00 (London)
ISBN/EAN: 9780470034965

ISBN - alternate spelling:
0-470-03496-3, 978-0-470-03496-5
Alternate spelling and related search-keywords:
Book author: adam, alexandre
Book title: management optimal, handbook strategy management, models, management series, management model, handbook asset and liability management, all who not return, manager liability, strategie, handbook finance


Information from Publisher

Author: Alexandre Adam
Title: Wiley Finance Series; Handbook of Asset and Liability Management - From Models to Optimal Return Strategies
Publisher: Wiley; John Wiley & Sons
576 Pages
Publishing year: 2007-10-26
Weight: 1,150 kg
Language: English
95,90 € (DE)
168mm x 244mm x 36mm

BB; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Finance & Investments; Finanz- u. Anlagewesen; Finanzwesen; Allg. Finanz- u. Anlagewesen

The Handbook of Asset & Liability Management: From Models to Optimal Return Strategies is a Comprehensive resource for Asset and Liability Management (ALM) Professionals, providing the very latest global coverage of the topic. Starting with a look at the history of Asset and Liability Management and the current climate, the book then examines a range of accounting and auditing obligations, including IFRS and balance sheet presentation. Balance sheet items and products modelling are then explained in detail as well as the entire associated range of financial and non-financial risks. As well as the practical issues encountered by ALM managers, the Handbook of Asset Liability Management also considers the growing quantitative aspects of the role, looking at a range of technical tools and applications including market simulations, stochastic calculations, delta equivalent computations, and traditional and non-traditional statistical tools. The book then discusses capital requirements within the ALM context, notably the impacts of Basel II and solvency II and economic capital indicators. The final section of the book explains optimal return strategies, looking at risk perfect hedging, limits policies, income smoothing strategies and economic value management. The accompanying CD ROM features demonstrations of some basic ALM problems such as ALM Delta Equivalent computation; FTP computation and ALM risk indicators computation. It also includes modelling examples such as demand deposits, savings and prepayment modelling; and practical examples taken from a simplified retail Banking ALM framework.

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