Linear And Chance Constrained Programming In Bank Balance Sheet Management
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Linear And Chance Constrained Programming In Bank Balance Sheet Management
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Author : Thomas Leachman Carter
language : en
Publisher:
Release Date : 1976
Linear And Chance Constrained Programming In Bank Balance Sheet Management written by Thomas Leachman Carter and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Banks and banking categories.
Dynamic Balance Sheet Management Model For French Commercial Banks
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Author : Michel Albouy
language : en
Publisher:
Release Date : 1975
Dynamic Balance Sheet Management Model For French Commercial Banks written by Michel Albouy and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1975 with Bank management categories.
A Chance Constrained Approach To Bank Dynamic Balance Sheet Management
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Author : Abraham Charnes
language : en
Publisher:
Release Date : 1982
A Chance Constrained Approach To Bank Dynamic Balance Sheet Management written by Abraham Charnes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with Bank investments categories.
The dynamic balance sheet management model formulated deterministically by Chambers and Charnes was extended stochastically by Cohen and Thore to a two-stage LPU2 model. This paper develops a chance-constrained model which compares well with the Cohen and Thore example but in addition is easily extendable to formulations of realistic size, as the C-T model is not, and with the availability of dual evaluators. (Author).
Alm Modeling And Balance Sheet Optimization
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Author : Diogo Gobira
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2023-07-24
Alm Modeling And Balance Sheet Optimization written by Diogo Gobira and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-24 with Business & Economics categories.
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.
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.
Handbook Of Financial Engineering
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Author : Constantin Zopounidis
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-07-25
Handbook Of Financial Engineering written by Constantin Zopounidis 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 2010-07-25 with Business & Economics categories.
This comprehensive handbook discusses the most recent advances within the field of financial engineering, focusing not only on the description of the existing areas in financial engineering research, but also on the new methodologies that have been developed for modeling and addressing financial engineering problems. The book is intended for financial engineers, researchers, applied mathematicians, and graduate students interested in real-world applications to financial engineering.
Case Study
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Author : Carl Whitney Eby
language : en
Publisher:
Release Date : 1981
Case Study written by Carl Whitney Eby and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with categories.
Fuzzy Sets In Management Economics And Marketing
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Author : George Baourakis
language : en
Publisher: World Scientific
Release Date : 2001-10-30
Fuzzy Sets In Management Economics And Marketing written by George Baourakis and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-30 with Business & Economics categories.
The rapid changes that have taken place globally on the economic, social and business fronts characterized the 20th century. The magnitude of these changes has formed an extremely complex and unpredictable decision-making framework, which is difficult to model through traditional approaches. The main purpose of this book is to present the most recent advances in the development of innovative techniques for managing the uncertainty that prevails in the global economic and management environments. These techniques originate mainly from fuzzy sets theory. However, the book also explores the integration of fuzzy sets with other decision support and modeling disciplines, such as multicriteria decision aid, neural networks, genetic algorithms, machine learning, chaos theory, etc. The presentation of the advances in these fields and their real world applications adds a new perspective to the broad fields of management science and economics.
A Chance Constrained Approach To Rank Dynamic Balance Sheet Management
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Author : A. Charnes
language : en
Publisher:
Release Date : 1982
A Chance Constrained Approach To Rank Dynamic Balance Sheet Management written by A. Charnes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1982 with categories.
Management Science
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Author : Samuel Eilon
language : en
Publisher:
Release Date : 1995
Management Science written by Samuel Eilon and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Decision making categories.