Goal Programming Techniques for Bank Asset Liability Management

Kyriaki Kosmidou, Constantin Zopounidis (Autoren)

Buch | Softcover

166 Seiten

2010 | Softcover reprint of the original 1st ed. 2004
Springer-Verlag New York Inc.
978-1-4419-5475-6 (ISBN)

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Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature.

This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.

Review of the asset liability management techniques.- Bank asset liability management methodology.- Application.- Conclusions and future perspectives.

Erscheint lt. Verlag	8.12.2010
Reihe/Serie	Applied Optimization ; 90
Zusatzinfo	XIII, 166 p.
Verlagsort	New York, NY
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
	Wirtschaft ► Volkswirtschaftslehre
ISBN-10	1-4419-5475-9 / 1441954759
ISBN-13	978-1-4419-5475-6 / 9781441954756
Zustand	Neuware