He joined the research department of ABP Investments in 2001 where he did equity research and he was in the strategic and tactical issues group. He is also a Ph.D. candidate at Maastricht University where he does research on asset liability management and strategic asset allocation. In the "Handbook of Asset and Liability Management: From Models to Optimal Return Strategies," Alexandre Adam presents a comprehensive guide to Asset and Liability Management. Written from a quantitative perspective with economic explanations, this book will appeal to both mathematicians and non Explaining, in detail, all the written and unwritten rules of Asset Liability Management, using up-to-date models and the latest findings, the Handbook of Asset and Liability Management is an essential tool for Asset and Liability Managers both for the present day and the future. Asset and liability management handbook / [edited by] Gautam Mitra, Katharina Schwaiger. p. cm. Includes index. Summary: Recent years have shown an increase in development and . acceptance of quantitative methods for asset and liability management strategies. Asset Liability Management: An Overview Page 5 by structuring the portfolios of assets and liabilities to change equally in value whenever the interest rate changes. If DGAP is close to zero, the market value of the bank's equity will not change and, accordingly, become immunised to any changes in interest rates. The word Assets (i.e. fixed assets) is used to indicate capital goods purchased by the company for use in the production process over a period of several years. Assets are therefore capital goods that are used by the business to produce other goods, remaining part of the company for long periods of time. This is why they are PDF | This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Handbook of Asset a