000			01489nam a2200241Ia 4500
003			OSt
005			20210824101931.0
008			210310s1998 enkad fr 000 0 eng d
020			_a1899332812
040			_aCO-JMCR _cCO-JMCR
041	0		_aeng
082	0	4	_a332.6323 / _bK151a _223
110	2		_aKamakura Corporation _939584
245	1	0	_aAsset & liability management : _ba synthesis of new methodologies / _cKamakura Corporation
246	2		_aAsset and liability management
260			_aLondon : _bRisk Books, _c1998
300			_axi, 192 páginas : _bilustraciones y gráficas a blanco y negro ; _c30 cm.
500			_a#N/A
505	0		_a _tIntegrating the Role of Risk Management in ALM / _rMichael Ong _tSelected ALM Issues / _rJean-François Boulier _tA Unified VAR Approach / _rEmilio Barone _tInterest Rate Model Risk / _rRajna Gibson, François-Serge Lhabitant, Nathalie Pistre and Denis Talay _tIntegrating Interest Rate Risk and Credit Risk in ALM / _rRobert A. Jarrow and Donald R. van Deventer _tModelling and Managing Credit Risk / _rDerek H Chen, Harry H Huang. Rui Kan. Ashok Varikooty and Henry N. Wang _tSome Estimations of the Value of Volatility / _rShenglin Lu _tRisk-Sensitive Dynamic Asset Allocation / _rTomasz R Bielecki and Stanley R. Pliska _tDeveloping and Implementing a Data Warehouse / _rJohn McCann
650	1	4	_aInversiones bancarias _916904
650	2	4	_aAdministración de la responsabilidad de los bienes _939585
942			_2ddc _cBK
999			_c8307 _d8307