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Asset and Liability Management: A Synthesis of New Methodologies

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Asset and Liability Management: A Synthesis of New Methodologies (Paperback)

by Robert Jarrow (Foreword), Donald van Deventer (Foreword), Kamakura Corporation (Author)

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3 new from �122.55

Product details

Paperback: 203 pages
Publisher: Risk Books (1 Dec 1998)
Language English
ISBN-10: 1899332812
ISBN-13: 978-1899332816
Product Dimensions: 29.4 x 21 x 1.8 cm
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Amazon.co.uk Sales Rank: 1,591,331 in Books (See Bestsellers in Books)

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Product Description

Product Description
This is a reference title on the ongoing synthesis of traditional techniques and financial risk management. It examines the scope of the asset and liability management function, and looks at new research on a range of topics including data warehousing and credit risk models.

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