Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /
edited by Arjan B. Berkelaar, Joachim Coche, Ken Nyholm.
- Basingstoke, UK ; New York : Palgrave Macmillan, 2010.
- xxxix, 366 p. : ill. ; 23 cm.
Includes bibliographical references and index.
"This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field"--Provided by publisher.
9780230240124 (hbk.) 0230240127 (hbk.)
2009045307
015-36600 bnb
Asset-liability management.
Interest rates.
Asset allocation.
Banks and banking, Central--Management.
Financial institutions--Investments.
HG1615.25 / .I58 2010
332.1'13
Includes bibliographical references and index.
"This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field"--Provided by publisher.
9780230240124 (hbk.) 0230240127 (hbk.)
2009045307
015-36600 bnb
Asset-liability management.
Interest rates.
Asset allocation.
Banks and banking, Central--Management.
Financial institutions--Investments.
HG1615.25 / .I58 2010
332.1'13