Global Asset and Liability Management Modeling: Mathematical Finance Methods and Modeling Series

Author: Jinba (English)
Publisher:
Publish Date: 2003-08-01
Features: The fundamental theme explored in this book is: how to conduct intertemporal investment under various uncertainties, constraints, and debt commitments to achieve satisfactory investment returns. Most investors, whether individual or institutional, face challenges in both correctly diversifying investments across markets and appropriately allocating investments across time periods. In addition to applying specialized investment methods and synthesizing investment techniques, the papers in this book also study several new models. These models include both currently used models and near-practical models, as well as innovative models. These models will be applicable in practice in the near future. Some papers emphasize the application prospects of asset-liability management modeling, including models specifically designed for individual investors and various financial institutions (such as banks, insurance companies, etc.). These models are essentially customized financial products for individual and institutional investors, which is essentially financial engineering. In summary, this book serves as a fundamental reference for professionals conducting financial market analysis.