HANDBOOK OF ASSET AND LIABILITY MANAGEMENT VOL.1:THEORY AND METHODOL ZENIOS S., ZIEMBA W. Bankowa.pl

The Handbooks in Finance are intended to be a definitive source for comprehensive and accessible information in the field of finance. Each individual volume in the series presents an accurate self-contained survey of a sub-field of finance, suitable for use by finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement. It is fitting that the series Handbooks in Finance devotes a handbook to Asset and Liability Management. Volume 1 contains chapters that lay the theoretical foundations and develop the methodologies essential for the development of asset and liability management models.

Audience
Key reading for finance and economics professors and lecturers, professional researchers, graduate students and as a teaching supplement

Table of Contents
Volume 1

Theory and Methodology.
Preface to Volumes 1 and 2.
1.Enterprise-Wide Asset and Liability Management:Issues, Institutions and Models (D. Rosen & S. Zenios).
2. Term and volatility structures (R.J-.B. Wets & S. Bianchi).
3. Protecting investors against changes in interest rates (O. de la Grandville).
4. Risk-return analysis (H. Markowitz & E. van Dijk).
5. Dynamic Asset allocation and strategies (G. Infanger).
6. Stochastic programming models (R. Kouwenberg & S.A. Zenios).
7. Bond portfolio management via stochastic programming (M. Bertochhi, J. Dupacova, V. Moriggia).
8. Pertubation methods for dynamic portfolio allocation problems (G. Chacko & K. Neumar).
9. The Kelly criterion in blackjack, sport betting and the stock market (E. O?Thorpe).
10. Capital growth theory and practice (L. MacLean & W. T. Ziemba).

Hardback
486 pages

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