Asset-liability and Liquidity Management
Asset-liability and Liquidity Management
- ISBN 13:
9781119701880
- ISBN 10:
1119701880
- Edition: 1st
- Format: Hardcover
- Copyright: 06/16/2020
- Publisher: Wiley
Click the link below to purchase this eBook from our trusted partner, eCampus.com.
List Price $59.95 Save $2.09
Usually Ships in 2-3 Business Days
We Buy This Book Back!
Free Shipping On Every Order
Note: Supplemental materials are not guaranteed with Rental or Used book purchases.
Extend or Purchase Your Rental at Any Time
Need to keep your rental past your due date? At any time before your due date you can extend or purchase your rental through your account.
Summary
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.