Worldwide asset and liability modeling
By: edited by William T. Ziemba and John M. Mulvey.
Contributors: Ziemba, W. T.; Mulvey, J. M.; Isaac Newton Institute for Mathematical Sciences.; Mathematical Finance Programme (1995 : Isaac Newton Institute for Mathematical Sciences)
Series: Publications of the Newton Institute ;; 10
Publisher: Cambridge University Press
Published: 1998
Place of publication: Cambridge, United Kingdom; New York, NY, USA
Language: eng
Number of pages: 665
Subjects: Asset allocation -- Mathematical models.; Investments -- Mathematical models.; Asset-liability management -- Mathematical models.
Notes: Includes bibliographical references.
Papers presented at the Financial Mathematics Seminar held at the Newton Institute from Jan. to June 1995.