Overview
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Table of contents (19 chapters)
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Front Matter
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Introduction
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ALM Models Applied to Banks
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Front Matter
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ALM Models Applied to Insurance Companies
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Front Matter
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Alm Models Applied to Pension Funds
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Front Matter
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ALM Models Applied to Other Areas of Financial Planning
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Front Matter
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Keywords
About this book
Reviews
'Investors without liabilities don't need assets. This is the central message from this timely book that offers the best-in-class thinking from leading academics and practitioners in the field of Asset Liability Management. Anyone managing assets will need to read this book.' - Prof. Dr. Bernd Scherer, Professor of Finance, EDHEC Business School, London, UK
'The book provides an excellent overview on latest developments in quantitative methods for Asset Liability Management. The contributed articles particularly emphasize applicability aspects with traceable examples. It is a "must read" for everybody responsible for the solution of ALM modeling problems in the banking, insurance and pension fund industry.' - Prof. Dr. Karl Frauendorfer, Dean, School of Finance, University of St. Gallen, Switzerland
'This book is ideally timed. It collects together some of the best thinkers working in ALM currently, mixing leading edge academic work with practitioner insights. The focus by industry sector allows experts to enjoy comparing best practice in their own sectors with the frontiers of knowledge in allied disciplines. It also makes a valuable additional resource for trainee actuaries. For those less familiar with the subject, the format gives an appreciation of the range of innovation that ALM is driving across the financial sector.' - Nigel Masters, Immediate Past President, Institute and Faculty of Actuaries, UK
Editors and Affiliations
About the editors
KATHARINA SCHWAIGER is Knowledge Transfer Partnership post-Doc Associate at CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, UK.
Bibliographic Information
Book Title: Asset and Liability Management Handbook
Editors: Gautam Mitra, Katharina Schwaiger
DOI: https://doi.org/10.1057/9780230307230
Publisher: Palgrave Macmillan London
eBook Packages: Palgrave Economics & Finance Collection, Economics and Finance (R0)
Copyright Information: Palgrave Macmillan, a division of Macmillan Publishers Limited 2011
Hardcover ISBN: 978-0-230-27779-3Published: 29 March 2011
Softcover ISBN: 978-1-349-32573-3Published: 01 January 2011
eBook ISBN: 978-0-230-30723-0Published: 29 March 2011
Edition Number: 1
Number of Pages: XXXV, 515
Topics: Investments and Securities, Business Finance, Accounting/Auditing, Economics, general