图书简介

Background and Overview of ALM Models;\" G.Mitra\" &\" K.Schwaiger - \"PART I: ALM MODELS APPLIED TO BANKS - Bank Asset-Liability and Liquidity Risk Management; \"M.Choudhry - \"A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management;\" S,K.Acar, R.Korn, K.Natcheva-Acar & J.Wenzel\" - PART II: ALM MODELS APPLIED TO INSURANCE COMPANIES - Long-Term Interest Rates and Consol Bond Valuation; \"E.Medova, M.Dempster & M.Villaverde\" - Asset-Liability Management Modelling with Risk Control by Stochastic Dominance; \"X.Yang, J.Gondzio & A.Grothey\" - PART III: ALM MODELS APPLIED TO PENSION FUNDS - 401K Pension Plans in the USA;\" F.Sortino\" - Pensions, Covenants and Insurance; \"C.Keating - \"Comparison of Employees Provident Funds in Malaysia, Sri Lanka, India and Thailand; \"S.S.Hussin, D.Roman, G.Mitra & W.K.W.Ahmad\" - Dynamic Risk Management; S.Jarvis - Turning Pension Plans into Pension Planes: What Investment Strategy Designers of Defined Contribution Pension Plans Can Learn from Commercial Aircraft Designers; \"D.Blake, A.Cairns & K.Dowd\" - Duration-Enhancing Overlay Strategies for Defined-Benefit Pension Plans; J.M.Mulvey, W.C.Kim & Yi.Ma - A Robust Optimization Approach to Pension Fund Management; G.Iyengar & A.K.C.Ma - Alternative Decision Models for Liability Determined Investment; \"K.Schwaiger, C.Lucas & G.Mitra\" - A Liability-Relative Drawdown Approach to Pension Asset Liability Management; \"A.Berkelaar & R.Kouwenberg\" - ALM in Defined Contribution Pension: A Stochastic Model with reference to Auto Choice Portfolio in NPS in India; \"H.Sadhak & S.Doss\" PART IV: ALM MODELS APPLIED TO OTHER AREAS - Planning for Retirement: Asset Liability Management for Individuals; \"M.A.H.Dempster & E.Medova\" - The Discretionary Wealth Hypothesis in an Arbitrage-Free Term Structure Approach to Asset-Liability Management; \"D.DiBartolomeo\" - Asset Liability Management in Private Wealth Management; \"N.Amenc, L.Martellini, V.Milhau & V.Ziemann\" - PART VI: DIRECTORY OF ALM SERVICE PROVIDERS - Company Details, Summary of Services and Products -

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