Dear Experts,
I have little or no knowledge about Asset Liability Management or Interest Rate Risk in the Banking Book.
Recently I have managed to understand all those topics required to grasp the concept of Stochastic Calculus.
I need your advice on the books for ALM and IRRBB to understand these. If they include the recent trends in the banking industry it will be lot helpful.
I will also be happy to read a book which is most mathematically rigorous, as I now have understanding of REal Analysis, ODE, PDE, numerial methods, Measure Theory, Linear Algebra.
Eagerly waiting for your suggestions.
Thank you
I have little or no knowledge about Asset Liability Management or Interest Rate Risk in the Banking Book.
Recently I have managed to understand all those topics required to grasp the concept of Stochastic Calculus.
I need your advice on the books for ALM and IRRBB to understand these. If they include the recent trends in the banking industry it will be lot helpful.
I will also be happy to read a book which is most mathematically rigorous, as I now have understanding of REal Analysis, ODE, PDE, numerial methods, Measure Theory, Linear Algebra.
Eagerly waiting for your suggestions.
Thank you
