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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /

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"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 leadi...

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Bibliographic Details
Other Authors: Berkelaar, Arjan B., Coche, Joachim, 1967-, Nyholm, Ken
Format: Book
Language:English
Published: Basingstoke, UK ; New York : Palgrave Macmillan, 2010.
Subjects:
Asset-liability management.
Interest rates.
Asset allocation.
Banks and banking, Central > Management.
Financial institutions > Investments.
Description
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.
Physical Description:xxxix, 366 pages : illustrations ; 23 cm.
Bibliography:Includes bibliographical references and index.
ISBN:9780230240124 (hbk.)
0230240127 (hbk.)