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Asset-Liability Integration, Chapter 8: Stochastic Management without Tears

Asset-Liability Integration, Chapter 8: Stochastic Management without Tears Management's goal is to continuously optimize the economic value of the firm, subject to regulatory constraints, ...
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Description: Management's goal is to continuously optimize the economic value of the firm, subject to regulatory constraints, with the use of financial valuation of the firm’s balance sheet. Both the assets and liabilities can be perceived as derivative securities. This chapter discusses a variety of financial economics issues with this common theme. From Asset-Liability Integration, M-FI02-1.
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- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Economic value

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Asset-Liability Integration, Chapter 8: Stochastic Management without Tears