Handbook of Asset and Liability Management: From Models to Optimal Return Strategies [With CDROM]
暫譯: 資產與負債管理手冊：從模型到最佳回報策略 [附CDROM]

Adam, Alexandre

Handbook of Asset and Liability Management: From Models to Optimal Return Strategies [With CDROM]
  • 出版商: Wiley
  • 出版日期: 2007-11-01
  • 售價: $4,460
  • 貴賓價: 9.5 折 $4,237
  • 語言: 英文
  • 頁數: 576
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0470034963
  • ISBN-13: 9780470034965
  • 相關分類: 投資理財 Investment

    • 海外代購書籍(需單獨結帳)

商品描述

In the Handbook of Asset and Liability Management: From Models to Optimal Return Strategies, Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non-mathematicians alike as it gives an operational view on the business. Well structured, this book includes essential information on Balance Sheet Items and Products Modeling, Tools for Asset and Liability Managers, as well as Optimal Returns Strategies. Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future.

商品描述(中文翻譯)

在《資產與負債管理手冊：從模型到最佳回報策略》中，Alexandre Adam 提供了一本全面的資產與負債管理指南。這本書從量化的角度出發，並附有經濟學解釋，將吸引數學家和非數學家，因為它提供了對業務的操作性視角。這本書結構良好，包含了資產負債表項目和產品建模、資產與負債管理工具以及最佳回報策略等重要資訊。詳細解釋了資產負債管理的所有書面和非書面規則，使用最新的模型和最新的研究成果，《資產與負債管理手冊》是資產與負債管理者在當前和未來的必備工具。

作者簡介

ALEXANDRE ADAM is a French Asset and Liability Manager born in 1973 in Reims, France. He has a Statistician and Economist Post-graduate Diploma of Ecole Nationale de la Statistique et de l'Administration Economique, Malakoff, France. In 1993, he studied Engineering at Ecole Polytechnique, Palaiseau, the major French "Grande Ecole", where he was awarded an Advanced Graduate Degree. Alexandre also has a Masters degree in Mathematics from University Paris-VI.
Since 1997, he has worked for BNP Paribas, in the ALM and Treasury Department, initially in charge of the optional interest rate risks in the Balance Sheet before working as a Front Office market operator. Alexandre is now responsible for the Financial Models Team, where his team contributes to the ALM models and indicators such as Stress Tests, economic capital, behavioural models estimation, retail credit risk, implementation and calculation of the Banking Book Value at Risk and Equity Allocation in the Banking Book.
Alexandre is an actuary of the French Institute of Actuaries and is a member of the scientific committee of AFGAP, the French Association of Asset and Liability Managers. Since 2005, Alexandre has also been a Master Degree lecturer at University Paris XIII.
Alexandre has published many articles on ALM in specialised journals.

作者簡介(中文翻譯)

亞歷山大·亞當（ALEXANDRE ADAM）是一位法國資產負債管理師，於1973年出生於法國蘭斯。他擁有法國國家統計與經濟管理學院（Ecole Nationale de la Statistique et de l'Administration Economique, Malakoff, France）的統計學與經濟學研究生文憑。1993年，他在法國著名的「大學」工程學院（Ecole Polytechnique, Palaiseau）學習工程，並獲得高級研究生學位。亞歷山大還擁有巴黎第六大學（University Paris-VI）的數學碩士學位。
自1997年以來，他在法國巴黎銀行（BNP Paribas）的資產負債管理（ALM）和財 treasury 部門工作，最初負責資產負債表中的選擇性利率風險，然後擔任前台市場操作員。亞歷山大目前負責金融模型團隊，他的團隊為ALM模型和指標做出貢獻，例如壓力測試、經濟資本、行為模型估算、零售信用風險、銀行帳簿風險價值（Value at Risk）和銀行帳簿中的股權分配的實施與計算。
亞歷山大是法國精算師協會的精算師，也是法國資產負債管理協會（AFGAP）的科學委員會成員。自2005年以來，亞歷山大還在巴黎第十三大學（University Paris XIII）擔任碩士學位講師。
亞歷山大在專業期刊上發表了許多有關資產負債管理的文章。

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