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Goal Programming Techniques for Bank Asset Liability Management

Language EnglishEnglish
Book Paperback
Book Goal Programming Techniques for Bank Asset Liability Management Kyriaki Kosmidou
Libristo code: 01423745
Publishers Springer-Verlag New York Inc., December 2010
Other publications that exist on this topic, are mainly focused on the general aspects and methodolo... Full description
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Other publications that exist on this topic, are mainly focused on the general aspects and methodologies of the field and do not refer extensively to bank ALM. On the other hand the existing books on goal programming techniques do not involve the ALM problem and more specifically the bank ALM one. Therefore, there is a lack in the existing literature of a comprehensive text book that combines both the concepts of bank ALM and goal programming techniques and illustrates the contribution of goal programming techniques to bank ALM. This is the major contributing feature of this book and its distinguishing characteristic as opposed to the existing literature.§This volume would be suitable for academics and practitioners in operations research, management scientists, financial managers, bank managers, economists and risk analysts. The book can also be used as a textbook for graduate courses of asset liability management, financial risk management and banking risks.

About the book

Full name Goal Programming Techniques for Bank Asset Liability Management
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 166
EAN 9781441954756
ISBN 1441954759
Libristo code 01423745
Weight 290
Dimensions 155 x 235 x 11
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