Title: Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
Description: "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.
Subjects: Financial institutions, Asset-liability management, Management, Interest rates, Asset allocation, Investments, Central Banks and banking, Banks and banking, central, Bank management, Portfolio management