Picture 1 of 1
Diogo Gobira Lucas Duar ALM Modeling and Balance Sheet O (Hardback) (UK IMPORT)
Another great item from Rarewaves | Free delivery!
Condition:
More than 10 available
Shipping:
Located in: GU14 0GT, United Kingdom
Delivery:
Varies
Returns:
Payments:
Shop with confidence
Seller information
- 98.3% positive feedback
Registered as a Business Seller
Seller assumes all responsibility for this listing.
eBay item number:276350594978
Item specifics
- Condition
- Book Title
- ALM Modeling and Balance Sheet Optimization
- Publication Name
- Alm Modeling and Balance Sheet Optimization : a Mathematical Approach to Banking
- Title
- ALM Modeling and Balance Sheet Optimization
- Subtitle
- A Mathematical Approach to Banking
- ISBN-10
- 3110664224
- EAN
- 9783110664225
- ISBN
- 9783110664225
- Publisher
- DE Gruyter Gmbh, Walter
- Format
- Hardcover
- Release Year
- 2023
- Release Date
- 24/07/2023
- Language
- English
- Country/Region of Manufacture
- DE
- Item Height
- 240mm
- Item Length
- 9.4 in
- Item Weight
- 17.7 Oz
- Genre
- Business & Finance
- Series
- The Moorad Choudhry Global Banking Ser.
- Subject Area
- Business & Economics
- Subject
- Banks & Banking, Insurance / General
- Publication Year
- 2023
- Type
- Textbook
- Item Width
- 6.7 in
- Number of Pages
- 216 Pages
About this product
Product Information
ALM Modeling and Balance Sheet Optimization is a comprehensive book that combines theoretical exploration with practical guidance and code examples on implementing a balance sheet optimization model. The book emphasizes the use of stochastic dynamic programming to develop a deep and holistic understanding of the banking problem. Encompassing the entire implementation stack - spanning from data layers to the specification of decision variables, business and regulatory constraints, objective functions, modeling strategies, solving techniques, debugging, and reporting - this book serves as a comprehensive guide for constructing highly effective balance optimization models from scratch, enabling the maximization of banking outcomes. Readers will learn how to build a mathematical model capable of generating projections for portfolios; balance sheet, income and cash flow statements; capital, and risk measures in real-world scenarios. This practical approach is particularly valuable for professionals involved in integrated stress testing, capital adequacy assessment, financial planning, and optimization tasks. In essence, the book offers valuable insights into the challenges of balance sheet optimization, providing readers with the necessary tools to build their own dynamic and comprehensive ALM models.
Product Identifiers
Publisher
DE Gruyter Gmbh, Walter
ISBN-10
3110664224
ISBN-13
9783110664225
eBay Product ID (ePID)
7038589364
Product Key Features
Publication Name
Alm Modeling and Balance Sheet Optimization : a Mathematical Approach to Banking
Format
Hardcover
Language
English
Subject
Banks & Banking, Insurance / General
Publication Year
2023
Series
The Moorad Choudhry Global Banking Ser.
Type
Textbook
Subject Area
Business & Economics
Number of Pages
216 Pages
Dimensions
Item Length
9.4 in
Item Width
6.7 in
Item Weight
17.7 Oz
Additional Product Features
Series Volume Number
4
Grade from
College Graduate Student
Grade to
College Graduate Student
Table of Content
Motivation Core ALM Techniques ALM Perspectives: Accounting, Economic and Regulatory Accounting Principles Financial Contracts Modeling Contract Aggregation Scenario Generation Introduction to Mathematical Programming Applied to ALM Preparing The Model Coefficients Contract Sets Core Decision Variables Making The Model Legible With Auxiliary Variables Typical Objective Functions Accounting Constraints Market and Liquidity Constraints Regulatory Constraints Non-Arbitrage Constraints Implementing The Model Using Julia and JuMP 19. Conclusions
Copyright Date
2023
Target Audience
Scholarly & Professional
Illustrated
Yes
Item description from the seller
Business seller information
Value Added Tax Number:
- GB 864 1548 11
Seller assumes all responsibility for this listing.
eBay item number:276350594978
Shipping and handling
Item does not ship to United States
Item location:
GU14 0GT, United Kingdom
Ships to:
Albania, Algeria, American Samoa, Americas, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Asia, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Barbados, Belgium, Belize, Benin, Bermuda, Bhutan, Bolivia, Bosnia and Herzegovina, Botswana, Brazil, British Virgin Islands, Brunei Darussalam, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Comoros, Cook Islands, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominica, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Europe, Falkland Islands (Islas Malvinas), Fiji, Finland, French Guiana, French Polynesia, Gabon Republic, Gambia, Georgia, Ghana, Gibraltar, Greece, Greenland, Grenada, Guadeloupe, Guam, Guatemala, Guernsey, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Iraq, Israel, Jamaica, Japan, Jersey, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Laos, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Marshall Islands, Martinique, Mauritania, Mauritius, Mayotte, Mexico, Micronesia, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nepal, Netherlands Antilles, New Caledonia, New Zealand, Nicaragua, Niger, Nigeria, Niue, Norway, Oman, Pakistan, Palau, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Puerto Rico, Qatar, Republic of Croatia, Republic of the Congo, Reunion, Romania, Rwanda, Saint Helena, Saint Kitts-Nevis, Saint Lucia, Saint Pierre and Miquelon, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, South Africa, South Korea, Sri Lanka, Suriname, Svalbard and Jan Mayen, Swaziland, Sweden, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Tuvalu, Uganda, United Arab Emirates, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Venezuela, Vietnam, Virgin Islands (U.S.), Wallis and Futuna, Western Sahara, Western Samoa, Zambia, Zimbabwe
Excludes:
Afghanistan, Australia, Austria, Belarus, France, Germany, Ireland, Italy, Libya, Nauru, Netherlands, Russian Federation, Somalia, Spain, Switzerland, Ukraine, United Kingdom, United States, Yemen
Handling time |
---|
Will usually ship within 7 business days of receiving cleared payment. |
Taxes |
---|
Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases |
Sales tax for an item #276350594978
Sales tax for an item #276350594978
Seller collects sales tax for items shipped to the following provinces:
Province | Sales Tax Rate |
---|
Return policy
After receiving the item, contact seller within |
---|
30 days after the buyer receives it |
The buyer is responsible for return shipping costs.
Payment details
Payment methods
Popular categories from this store
Seller feedback (184,445)
2***2 (37)- Feedback left by buyer.
Past month
Verified purchase
Item just as described by the Seller. Conveniently packaged.
This seller is serious and efficient. Delivery is both fast and secure. Service is great. This ITEM is useful for me. I am very pleased to receive my Item.Thank you very much.
a***o (552)- Feedback left by buyer.
Past month
Verified purchase
Fast shipping, and the product is brand new and sealed as advertised. Pleasure doing business with. Seller A+++
a***h (6)- Feedback left by buyer.
Past month
Verified purchase
The book is a new copy (as I ordered). Arrived within the frame time. There was no way to track the shipping (which was annoying but I didn't try to contact the seller). The book was packaged in a secure envelope which protected it.
Product ratings and reviews
More to explore:
- Models Magazines,
- O, Oprah Magazines,
- Model Railroader Magazines,
- O, Oprah 1st Edition Magazines,
- Finescale Modeler Magazines,
- Model Railroader Magazines 1940-1979,
- Model Railroader Subscriptionless Magazines,
- Home & Garden O, Oprah Magazines,
- Model Railroader Monthly Magazines,
- Model Railroader Trains Magazines