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1 of 1 people found the following review helpful:
4.0 out of 5 stars
Handbook as it says,
This review is from: Handbook of Asset and Liability Management - Set: Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies (Hardcover)
I am new to the ALM field and that was the first book i started reading. The book is not a how to do one, it does not have a theorem-proof approach nor does it tell how to implement stochastic programming or teach you how to do so. This is as it says a handbook, it presents the field, the models, the problems, the tools and the open questions. Now if you want to start solving your ALM model, then you go somewhere else that is the details on how to discretize continuous processes, build scenarios, setup a stochastic program in a programming environment you find papers or ask people. In general ALM is a very obscure field where there is no book that collectively tells how to start from scratch like in financial derivatives (you start from measures, go to stoch calculus, finally instruments). Until the time for that book, this will be the main reference on the field
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Handbook of Asset and Liability Management - Set: Handbook of Asset and Liability Management, Volume 2: Applications and Case Studies by Stavros A. Zenios (Hardcover - August 22, 2007)
$155.00 $117.81
In Stock | |
 
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