Samhälle & debatt
Worldwide Asset and Liability Modeling
William T Ziemba • John M Mulvey • John M Mulvey • William T Ziemba • H K Moffatt
Inbunden
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These papers discuss how to invest assets over time to achieve satisfactory returns subject to uncertainties, various constraints and liability commitments. They integrate a number of techniques and discuss various models that may lead to future novel applications, i.e. financial engineering.
- Format: Inbunden
- ISBN: 9780521571876
- Språk: Engelska
- Antal sidor: 680
- Utgivningsdatum: 1998-11-12
- Förlag: Cambridge University Press