| Description |
xv, 333 pages : illustrations ; 25 cm |
| Series |
Advances in computational economics ; v. 9 |
|
Advances in computational economics ; v. 9
|
| Contents |
Machine derived contents note: Part I: Finance Overview. 1. Advanced Applications in Finance: An Overview of Problems and Solution Techniques; D. Ho. II: Issues in Financial Management for Financial Institutions. 2. Principles for the Control of Asset Liability Management Strategies in Banks and Insurance Companies; G. Bergendahl, J. Janssen. 3. Asset and Liability Management: Regulatory Guidelines on Interest Rate Risk Control and Their Impacts on Financial Institutions; E. Gualandri. 4. OTC Derivatives and the ̀Competitive Payments System' Debate: The Lessons from History and Implications for a Supervisory Framework; G. Martin. III: Issues in Asset Management. 5. A Unified Approach to Performance Attribution; T. Philips. 6. An Introduction to Volatility; R. Heynen, H.M. Kat. 7. Diversifying Earnings Forecast Errors via Composites of Market-Based, Analyst and Time-Series Predictions; P. Elgers, et al. IV: Issues in International Investment. 8. The Valuation of Cross-Currency Interest-Sensitive Claims, with Application to ̀Diff' Swaps; S.H. Babbs. 9. Unraveling the Close-End Country Fund Discount Puzzle; G. Johnson, et al |
| Bibliography |
Includes bibliographical references |
| Subject |
Asset-liability management.
|
|
Financial institutions -- Management.
|
| Author |
Ho, Diem.
|
|
Schneeweis, Thomas.
|
| LC no. |
98041135 |
| ISBN |
0792382943 (alk. paper) |
|
