Goal Programming Techniques for Bank Asset Liability Management

  • Kyriaki Kosmidou
  • Constantin Zopounidis

Part of the Applied Optimization book series (APOP, volume 90)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Pages 1-42
  3. Pages 105-147
  4. Back Matter
    Pages 155-166

About this book

Introduction

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.

Keywords

Analysis Banking Monte Carlo Simulation Stochastic Programming Stochastic model Stochastic models linear optimization management operations research optimization

Authors and affiliations

  • Kyriaki Kosmidou
    • 1
  • Constantin Zopounidis
    • 1
  1. 1.Department of Production Engineering and Management Financial Engineering LaboratoryTechnical University of CreteChaniaGreece

Bibliographic information

  • DOI https://doi.org/10.1007/b106009
  • Copyright Information Springer Science + Business Media, Inc. 2004
  • Publisher Name Springer, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4020-8104-0
  • Online ISBN 978-1-4020-8105-7
  • Series Print ISSN 1384-6485
  • About this book
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