Asset-Liability and Liquidity Management (Innbundet)

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Forfatter:
Innbinding: Innbundet
Utgivelsesår: 2020
Antall sider: 1056
Forlag: John Wiley & Sons Inc
Språk: Engelsk
ISBN/EAN: 9781119701880
Omtale Asset-Liability and Liquidity Management
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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