Goal Programming Techniques For Bank Asset Liability Management

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Goal Programming Techniques For Bank Asset Liability Management
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Author : Kyriaki Kosmidou
language : en
Publisher: Springer Science & Business Media
Release Date : 2004-07-21
Goal Programming Techniques For Bank Asset Liability Management written by Kyriaki Kosmidou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-07-21 with Business & Economics categories.
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.
Goal Programming Techniques For Bank Asset Liability Management
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Author : Kyriaki Kosmidou
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-18
Goal Programming Techniques For Bank Asset Liability Management written by Kyriaki Kosmidou and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-04-18 with Business & Economics categories.
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.
A Multiperiod Goal Programming Model For Managing Interest Rate Risk In Banks And Thrifts
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Author : G. Geoffrey Booth
language : en
Publisher:
Release Date : 1988
A Multiperiod Goal Programming Model For Managing Interest Rate Risk In Banks And Thrifts written by G. Geoffrey Booth and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1988 with Asset-liability management categories.
This paper develops and uses a multiperiod goal programming model to examine the normative effects of changing interest rates on the rearrangements of bank and thrift balance sheets and associated profits. A two-stage state preference framework allows a dynamic interpretation of the model's prescribed decisions as well as a natural incorporation of profit sensitivity to interest-rate risk. The model includes "on-" and "off-the-balance-sheet" decision variables
Qfinance The Ultimate Resource 4th Edition
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Author : Bloomsbury Publishing
language : en
Publisher: A&C Black
Release Date : 2013-09-26
Qfinance The Ultimate Resource 4th Edition written by Bloomsbury Publishing and has been published by A&C Black this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-09-26 with Business & Economics categories.
QFINANCE: The Ultimate Resource (4th edition) offers both practical and thought-provoking articles for the finance practitioner, written by leading experts from the markets and academia. The coverage is expansive and in-depth, with key themes which include balance sheets and cash flow, regulation, investment, governance, reputation management, and Islamic finance encompassed in over 250 best practice and thought leadership articles. This edition will also comprise key perspectives on environmental, social, and governance (ESG) factors -- essential for understanding the long-term sustainability of a company, whether you are an investor or a corporate strategist. Also included: Checklists: more than 250 practical guides and solutions to daily financial challenges; Finance Information Sources: 200+ pages spanning 65 finance areas; International Financial Information: up-to-date country and industry data; Management Library: over 130 summaries of the most popular finance titles; Finance Thinkers: 50 biographies covering their work and life; Quotations and Dictionary.
Multiple Objective And Goal Programming
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Author : Tadeusz Trzaskalik
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-06-05
Multiple Objective And Goal Programming written by Tadeusz Trzaskalik and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-06-05 with Business & Economics categories.
The book is dedicated to multi-objective methods in decision making. The first part which is devoted to theoretical aspects, covers a broad range of multi-objective methods such as multiple linear programming, vector optimisation, fuzzy goal programming, data envelopment analysis, game theory, and dynamic programming. The reader who is interested in practical applications, will find in the remaining parts a variety of approaches applied in numerous fields including production planning, logistics, marketing, and finance.
Goal Programming Techniques For Bank Asset Liability Management
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Author : Kyriaki Kosmidou
language : en
Publisher:
Release Date : 2014-01-15
Goal Programming Techniques For Bank Asset Liability Management written by Kyriaki Kosmidou and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Proceedings Of The 8th International Conference On The Applications Of Science And Mathematics
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Author : Aida Mustapha
language : en
Publisher: Springer Nature
Release Date : 2023-08-01
Proceedings Of The 8th International Conference On The Applications Of Science And Mathematics written by Aida Mustapha and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-08-01 with Science categories.
This book presents peer-reviewed articles and recent advances on the potential applications of Science and Mathematics for future technologies, from the 8th International Conference on the Applications of Science and Mathematics (SCIEMATHIC 2022), held in Malaysia. It provides an insight about the leading trends in sustainable Science and Technology. Topics included in this proceedings are in the areas of Mathematics and Statistics, including Natural Science, Engineering and Artificial Intelligence.
Success Management
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Author : Ali Soofastaei
language : en
Publisher: Xlibris Corporation
Release Date : 2020-12-18
Success Management written by Ali Soofastaei and has been published by Xlibris Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-18 with Self-Help categories.
Success management is a very exciting topic that can not only help us to achieve different interests but also provide us with a powerful tool to keep them as permanent benefits in life. This book aims to help people who have decided to choose a better path in life and improve their quality of life in different aspects. Those who, despite the desire to progress, need validated methods to save their time and money in order to achieve success and sustain it in life. The presented principles in this book are based on scientific standards, in a very simple language, and with dozens of examples so that the reader can easily communicate with them. This book presents a comprehensive executive program to guide the reader step by step from the current situation to the desired situation. This practical program is not limited to a specific time and place, and successful people throughout history and across the world have used it consciously or unconsciously. The numerous actual examples presented in the book show the practical power of the principles and rules that have been addressed in various chapters. In short, this book gives you all the tools you need to design and build an ideal life. Approved tools with which no excuses for failure have been accepted!
Encyclopedia Of Optimization
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Author : Christodoulos A. Floudas
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-09-04
Encyclopedia Of Optimization written by Christodoulos A. Floudas and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-09-04 with Mathematics categories.
The goal of the Encyclopedia of Optimization is to introduce the reader to a complete set of topics that show the spectrum of research, the richness of ideas, and the breadth of applications that has come from this field. The second edition builds on the success of the former edition with more than 150 completely new entries, designed to ensure that the reference addresses recent areas where optimization theories and techniques have advanced. Particularly heavy attention resulted in health science and transportation, with entries such as "Algorithms for Genomics", "Optimization and Radiotherapy Treatment Design", and "Crew Scheduling".
Advances On Mathematical Modeling And Optimization With Its Applications
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Author : Gunjan Mukherjee
language : en
Publisher: CRC Press
Release Date : 2024-03-28
Advances On Mathematical Modeling And Optimization With Its Applications written by Gunjan Mukherjee and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-28 with Mathematics categories.
Advances on Mathematical Modeling and Optimization with Its Applications discusses optimization, equality, and inequality constraints and their application in the versatile optimizing domain. It further covers non-linear optimization methods such as global optimization, and gradient-based non-linear optimization, and their applications. Discusses important topics including multi-component differential equations, geometric partial differential equations, and computational neural systems Covers linear integer programming and network design problems, along with an application of the mixed integer problems Discusses constrained and unconstrained optimization, equality, and inequality constraints, and their application in the versatile optimizing domain Elucidates the application of statistical models, probability models, and transfer learning concepts Showcases the importance of multi-attribute decision modeling in the domain of image processing and soft computing The text is primarily for senior undergraduate and graduate students, and academic researchers in the fields of mathematics, statistics, and computer science.