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Cambridge University Press Worldwide Asset and Liability Modeling: 10 (Publications of the Newton Institute, Series Number 10)

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£137.59 £100.27 £108.41 £116.55 £124.70 £132.84 £140.98 09 March 2026 19 March 2026 30 March 2026 10 April 2026 21 April 2026

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Description

The underlying theme of this volume is how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. Most investors, be they individuals or institutions, do not diversify properly across markets nor across time. 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. Other issues address the future of asset-liability management modeling. This includes models for individuals, and various financial institutions such as banks and insurance companies. This will lead to custom products, that is, financial engineering. All in all, this will be essential reading for all involved in analysing the financial markets.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
12 November 1998
Listed Since
02 January 2007

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