Goal Programming Techniques for Bank Asset Liability Management

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.

List of contents

Review of the asset liability management techniques.- Bank asset liability management methodology.- Application.- Conclusions and future perspectives.

Summary

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.

Product details

• Authors: Kyriak Kosmidou, Kyriaki Kosmidou, C. Zopounidis, Constantin Zopounidis
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 29.03.2011
• EAN: 9781402081040
• ISBN: 978-1-4020-8104-0
• No. of pages: 166
• Dimensions: 163 mm x 244 mm x 16 mm
• Weight: 422 g
• Illustrations: XIII, 166 p.
• Series: Applied Optimization; Applied Optimization
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Miscellaneous; Social sciences, law, business > Business > Economics; Management, Operations Research, B, Finance, Finance, general, Operations Research/Decision Theory, Operations Research and Decision Theory, Mathematics and Statistics, Management & management techniques, Operations Research, Management Science, Management decision making, Management science, Operational research, Decision Making