TY  - BOOK
ED  - Kamakura Corporation
TI  - Asset & liability management : : a synthesis of new methodologies / 
SN  - 1899332812
U1  - 332.6323 / 23
PY  - 1998///
CY  - London : 	
PB  - Risk Books, 
KW  - Inversiones bancarias
KW  - Administración de la responsabilidad de los bienes
N1  - #N/A; 



; Integrating the Role of Risk Management in ALM /; Michael Ong; Selected ALM Issues /; Jean-François Boulier; A Unified VAR Approach / 

; Emilio Barone; Interest Rate Model Risk / 

; Rajna Gibson, François-Serge Lhabitant, Nathalie Pistre and Denis Talay; Integrating Interest Rate Risk and Credit Risk in ALM /; Robert A. Jarrow and Donald R. van Deventer; Modelling and Managing Credit Risk / 


; Derek H Chen, Harry H Huang. Rui Kan. Ashok Varikooty and Henry N. Wang; Some Estimations of the Value of Volatility /; Shenglin Lu; Risk-Sensitive Dynamic Asset Allocation /; Tomasz R Bielecki and Stanley R. Pliska; Developing and Implementing a Data Warehouse /; John McCann
ER  -