Asset & liability management : a synthesis of new methodologies /
Asset & liability management : a synthesis of new methodologies /
Asset and liability management
Kamakura Corporation
- London : Risk Books, 1998
- xi, 192 páginas : ilustraciones y gráficas a blanco y negro ; 30 cm.
#N/A
Integrating the Role of Risk Management in ALM / Selected ALM Issues / A Unified VAR Approach /
Interest Rate Model Risk /
Integrating Interest Rate Risk and Credit Risk in ALM / Modelling and Managing Credit Risk /
Some Estimations of the Value of Volatility / Risk-Sensitive Dynamic Asset Allocation / Developing and Implementing a Data Warehouse / Michael Ong Jean-François Boulier Emilio Barone Rajna Gibson, François-Serge Lhabitant, Nathalie Pistre and Denis Talay Robert A. Jarrow and Donald R. van Deventer Derek H Chen, Harry H Huang. Rui Kan. Ashok Varikooty and Henry N. Wang Shenglin Lu Tomasz R Bielecki and Stanley R. Pliska John McCann
1899332812
Inversiones bancarias
Administración de la responsabilidad de los bienes
332.6323 / / K151a
#N/A
Integrating the Role of Risk Management in ALM / Selected ALM Issues / A Unified VAR Approach /
Interest Rate Model Risk /
Integrating Interest Rate Risk and Credit Risk in ALM / Modelling and Managing Credit Risk /
Some Estimations of the Value of Volatility / Risk-Sensitive Dynamic Asset Allocation / Developing and Implementing a Data Warehouse / Michael Ong Jean-François Boulier Emilio Barone Rajna Gibson, François-Serge Lhabitant, Nathalie Pistre and Denis Talay Robert A. Jarrow and Donald R. van Deventer Derek H Chen, Harry H Huang. Rui Kan. Ashok Varikooty and Henry N. Wang Shenglin Lu Tomasz R Bielecki and Stanley R. Pliska John McCann
1899332812
Inversiones bancarias
Administración de la responsabilidad de los bienes
332.6323 / / K151a
