The Handbook of Asset/Liability Management: State-of-Art Investment Strategies, Risk Controls and Regulatory Required

Rating:
Summary: Covers a lot of ground on ALM
Review: Chapters are written by different authors. So, they vary in depth and difficulty. Some chapters are very technical, some are easier to read. But, the content is always very solid. Studying this book will give you a strong overall knowledge of ALM.

Rating:
Summary: Covers a lot of ground on ALM
Review: Chapters are written by different authors. So, they vary in depth and difficulty. Some chapters are very technical, some are easier to read. But, the content is always very solid. Studying this book will give you a strong overall knowledge of ALM.

Rating:
Summary: Classical and Comprehensive of traditional ALM
Review: This book can serve you as the authoritive summary of the traditional ALM issues and techniques. It doesn't only describe the concept we should consider, but also educate the details of the ALM tools. Though this book doesn't deal with hot issues such as VaR and stochastic term structure model, it contains the essential ALM theory and practical technique you must know before diving into the frontier of ALM.

Rating:
Summary: Classical and Comprehensive of traditional ALM
Review: This book can serve you as the authoritive summary of the traditional ALM issues and techniques. It doesn't only describe the concept we should consider, but also educate the details of the ALM tools. Though this book doesn't deal with hot issues such as VaR and stochastic term structure model, it contains the essential ALM theory and practical technique you must know before diving into the frontier of ALM.