Skip to main content

Save up to 30% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 30% on print and eBooks.

Handbook of Asset and Liability Management

Theory and Methodology

  • 1st Edition - July 17, 2006
  • Editors: Stavros A. Zenios, William T. Ziemba
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 4 4 4 - 5 0 8 7 5 - 1
  • eBook ISBN:
    9 7 8 - 0 - 0 8 - 0 4 7 8 2 0 - 3

This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its… Read more

Handbook of Asset and Liability Management

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote
This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. They effectively set the scene for Volume Two by showing how the management of risky assets and uncertain liabilities within an integrated, coherent framework remains the core problem for both financial institutions and other business enterprises as well.