Worldwide Asset and Liability Modeling

Rating:
Summary: Understand other's models to build yours
Review: I was looking for mathematical models to build an ALM software and obtain the best performances from this software. None of the theories shown in this book perfectly matches my customers' requests, I could proudly build my own model, joining some of the models I read to grant my customers' satisfaction. Thanks to the Newton Institute, I could find both existing and currently building models.