Asset and Liability Management Handbook by G. Mitra

Asset and Liability Management Handbook by G. Mitra??By: G. Mitra Publisher: Palgrave Macmillan Print ISBN: 9780230277793, 0230277799 other ISBN: 9780230307230, 023030723X Copyright year: 2011Recent years have shown an increase in development and acceptance of quantitative methods for asset and liability management strategies. This book presents state of the art quantitative decision models for three sectors: pension funds, insurance companies and banks, taking into account new regulations and the industries risks.