Worldwide Asset and Liability Modeling: WORLDWIDE ASSET & LIABILITY MO

by William T. Ziemba

2021-01-09 22:07:48

This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. The papers utilize several approaches and integrate a number of techniques as well as discussing... Read more
This volume shows how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. The papers utilize several approaches and integrate a number of techniques as well as discussing a variety of models that have either been implemented, are close to being implemented or represent new innovative approaches that may lead to future novel applications, that is, financial engineering. This is essential reading for all involved in analyzing the financial markets. Less

Book Details

File size9.25 X 6.22 X 1.65 in
Print pages680
PublisherCambridge University Press
Publication date November 12, 1998
LanguageEnglish
ISBN9780521571876

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