- English
- ePUB (mobile friendly)
- Available on iOS & Android
eBook - ePub
Asset-Liability and Liquidity Management
About this book
Asset-Liability and Liquidity Management distils the author's extensive experience in the financial industry, and ALM in particular, into concise and comprehensive lessons. Each of the topics are covered with a focus on real-world applications, based on the author's own experience in the industry.
The author is the Vice President of Treasury Modeling and Analytics at American Express. He is also an adjunct Professor at New York University, teaching a variety of analytical courses.
Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including:
- The fundamentals of analytical finance
- Detailed explanations of financial valuation models for a variety of products
- The principle of economic value of equity and value-at-risk
- The principle of net interest income and earnings-at-risk
- Liquidity risk
- Funds transfer pricing
A detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.
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Please note we cannot support devices running on iOS 13 and Android 7 or earlier. Learn more about using the app.
Yes, you can access Asset-Liability and Liquidity Management by Pooya Farahvash in PDF and/or ePUB format, as well as other popular books in Economia & Settore bancario. We have over one million books available in our catalogue for you to explore.
Information
Table of contents
- Cover
- Table of Contents
- About the Author
- Preface
- Abbreviations
- Introduction
- CHAPTER 1: Interest Rate
- CHAPTER 2: Valuation: Fundamentals of Fixed-Income and Non-Maturing Products
- CHAPTER 3: Equity Valuation
- CHAPTER 4: Option Valuation
- CHAPTER 5: Interest Rate Models
- CHAPTER 6: Valuation of Bonds with Embedded Options
- CHAPTER 7: Valuation of Mortgage-Backed and Asset-Backed Securities
- CHAPTER 8: Economic Value of Equity
- CHAPTER 9: Net Interest Income
- CHAPTER 10: Equity and Earnings at Risk
- CHAPTER 11: Liquidity Risk
- CHAPTER 12: Funds Transfer Pricing
- Appendix: Elements of Probability and StatisticsAppendix: Elements of Probability and Statistics
- Index
- End User License Agreement