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Diogo Gobira Lucas Duarte Pro ALM Modeling and Balance Sheet Optimiz (Hardback)
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- 97.7% positive feedback
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eBay item number:335202509634
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
Seller assumes all responsibility for this listing.
eBay item number:335202509634
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Item location:
60502, United States
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i***t (14)- Feedback left by buyer.
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Well packaged and arrived within 2 weeks. Highly recommend this seller
i***l (39)- Feedback left by buyer.
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The disc came scratched unfortunately. However the seller was very quick and polite in addressing the issue and issuing a total refund without much hassle. Would deal with them again.
i***d (23)- Feedback left by buyer.
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Seller refuses to give me a price adjustment on something that they were selling for 26$ and they charged me 44$. I asked for the price adjustment an hour after the order!!!Please check the pictures to see that it is the exact same item. And to show that im being ignored by the seller. Will definetely be refudinf this item
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