Worldwide Asset and Liability Modeling - Publications of the Newton Institute - John M Mulvey - Books - Cambridge University Press - 9780521571876 - November 12, 1998
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John M Mulvey
Worldwide Asset and Liability Modeling - Publications of the Newton Institute

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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.

680 pages, 75 b/w illus. 50 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released November 12, 1998
ISBN13 9780521571876
Publishers Cambridge University Press
Pages 680
Dimensions 235 × 161 × 48 mm   ·   1.16 kg
Language English  
Editor Mulvey, John M. (Princeton University, New Jersey)
Editor Ziemba, William T. (University of British Columbia, Vancouver)

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