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 /

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Bibliographic Details
Imprint:	Basingstoke, UK ; New York : Palgrave Macmillan, 2010.
Description:	xxxix, 366 p. : ill. ; 23 cm.
Language:	English
Subject:	Asset-liability management. Interest rates. Asset allocation. Banks and banking, Central -- Management. Financial institutions -- Investments. Asset allocation. Asset-liability management. Banks and banking, Central -- Management. Financial institutions -- Investments. Interest rates.
Format:	Print Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/7915166

Hidden Bibliographic Details
Other authors / contributors:	Berkelaar, Arjan B. Coche, Joachim, 1967- Nyholm, Ken.
ISBN:	9780230240124 (hbk.) 0230240127 (hbk.)
Notes:	Includes bibliographical references and index.
Summary:	"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.

Regenstein, Bookstacks

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Call Number:	HG1615.25 .I58 2010
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