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Worldwide Asset and Liability Modeling - Publications of the Newton Institute John M Mulvey
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Worldwide Asset and Liability Modeling - Publications of the Newton Institute
John M Mulvey
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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