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Asset & liability management : a synthesis of new methodologies / Kamakura Corporation
Tipo de material:
TextoIdioma: Inglés Detalles de publicación: London : Risk Books, 1998Descripción: xi, 192 páginas : ilustraciones y gráficas a blanco y negro ; 30 cmISBN: - 1899332812
- Asset and liability management
- 332.6323 / K151a 23
Contenidos:
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
| Tipo de ítem | Biblioteca actual | Colección | Signatura topográfica | Copia número | Estado | Código de barras | |
|---|---|---|---|---|---|---|---|
Books
|
Biblioteca Pública José María del Castillo y Rada | Non-fiction | 332.6323 / K151a (Navegar estantería(Abre debajo)) | Ej.1 | Disponible | 430000153 |
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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
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