Applications in finance, investments, and banking /
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| Imprint: | Boston : Kluwer Academic Publishers, c1999. |
|---|---|
| Description: | xv, 333 p. : ill. ; 25 cm. |
| Language: | English |
| Series: | Advances in computational economics v. 9 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/3571108 |
Table of Contents:
- Part I.. Finance Overview
- 1.. Advanced Applications in Finance: An Overview of Problems and Solution Techniques
- Part II.. Issues in Financial Management for Financial Institutions
- 2.. Principles for the Control of Asset Liability Management Strategies in Banks and Insurance Companies
- 3.. Asset and Liability Management: Regulatory Guidelines on Interest Rate Risk Control and Their Impacts on Financial Institution
- 4.. OTC Derivatives and the 'Competitive Payments System' Debate: The Lessons from History and Implications for a Supervisory Framework
- Part III.. Issues in Asset Management
- 5.. A Unified Approach to Performance Attribution
- 6.. Volatility
- Part IV.. Issues in Investment Management
- 7.. Diversifying Earnings Forecast Errors via Composites of Market-based, Analyst and Time-Series Predictions
- 8.. The Valuation of Cross-Currency Interest-Sensitive Claims with Application to "Diff" Swaps
