Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies (Handbook of Asset and Liability Management)

Review
A decade on, this two volume handbook is destined to replace its predecessor 'Worldwide Asset and Liability Modeling' as the standard reference work in the field.

M.A.H. Dempster
University of Cambridge

This second volume of the 'Handbook of Asset and Liability Management' provides a fascinating and extensive view of how the Operations Research and Mathematical Finance tools, described in the first volume, can be exploited profitably by pension funds (including the government Social Security program), insurance companies, banks, major and individual investors. It might almost be unreasonable to be involved in portfolio management, the design of insurance policies or setting up a pension fund without a serious reading of this compendium.

Roger J-B Wets
University of California, Davis

"Once again the editors have put together a volume that both practitioners and academics can appreciate. This volume has the technical depth for all and the practical breadth to make it a popular resource."

David Hobson Myers
Lehigh University --David Hobson Myers - Lehigh University

Review
"A decade on, this two volume handbook is destined to replace its predecessor 'Worldwide Asset and Liability Modeling' as the standard reference work in the field."

M.A.H. Dempster
University of Cambridge

"This second volume of the 'Handbook of Asset and Liability Management' provides a fascinating and extensive view of how the Operations Research and Mathematical Finance tools, described in the first volume, can be exploited profitably by pension funds (including the government Social Security program), insurance companies, banks, major and individual investors. It might almost be unreasonable to be involved in portfolio management, the design of insurance policies or setting up a pension fund without a serious reading of this compendium."

Roger J-B Wets
University of California, Davis

"Once again the editors have put together a volume that both practitioners and academics can appreciate. This volume has the technical depth for all and the practical breadth to make it a popular resource."

David Hobson Myers
Lehigh University

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Product Details Hardcover: 684 pages Publisher: North Holland; 1 edition (August 21, 2007) Language: English ISBN-10: 0444528024 ISBN-13: 978-0444528025