Handbook of Asset and Liability Management
Zenios, Stavros A. (University of Cyprus, Nicosia, Cyprus/University of Pennsylvania, Philadelphia, PA, U.S.A.) / Ziemba, William T. (University of British Columbia, Vancouver, Canada)
Focuses on applications and case studies in asset and liability management. This volume portrays ALM in practice which addresses the theories and methodologies behind these models. It describes and analyzes models used in banking, insurance, money management, individual investor financial planning, pension funds, and social security.