Worldwide Asset and Liability Modeling

Cambridge University Press, 1998

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These papers discuss how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. They integrate a number of techniques and discuss various models that may lead to future novel applications, i.e. financial engineering.

ISBN-13
9780521571876
ISBN-10
0521571871
Publisher
Cambridge University Press
Year
1998
Publication date
1998-11-12
Pages
680
Dimensions
161x235x48
Weight
1158