Alm Modeling and Balance Sheet Optimization: A Mathematical Approach to Banking - Hardcover
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Alm Modeling and Balance Sheet Optimization: A Mathematical Approach to Banking
ALM Modeling and Balance Sheet Optimization is a comprehensive book that combines theoretical exploration with practical guidance and code examples on implementing a balance sheet optimization model. The book emphasizes the use of stochastic dynamic programming to develop a deep and holistic understanding of the banking problem. Encompassing the entire implementation stack - spanning from data...
Diogo Gobira is a skilled finance professional and entrepreneur with a strong background in quantitative risk management and mathematical finance. He holds a Master of Science degree in Mathematical Finance from the Institute for Pure and Applied Mathematics (IMPA), and has worked as a Market Risk and Quantitative Modelling Manager at BNDES (Brazilian National Development Bank). Diogo is...
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