Integrated Risk Management of Non-Maturing Accounts: Practical Application and Testing of a Dynamic Replication Model - BestMasters - Jeffry Strasser - Books - Springer - 9783658049027 - February 3, 2014
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Jeffry Strasser
Integrated Risk Management of Non-Maturing Accounts: Practical Application and Testing of a Dynamic Replication Model - BestMasters

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Customer accounts that neither have a fixed maturity nor a fixed interest rate represent a substantial part of a consumer bank's funding. The modelling for their risk management and pricing is a challenging yet crucial task in today's asset/liability management, with increasing computational power allowing for new approaches.

134 pages, 19 black & white illustrations, 11 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 3, 2014
ISBN13 9783658049027
Publishers Springer
Pages 116
Dimensions 148 × 210 × 8 mm   ·   185 g
Language German  

Mere med samme udgiver

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