Asset-Liability and Liquidity Management

Pooya Farahvash

Informasi Umum

Kode

21.21.2486

Klasifikasi

332 - Financial economics

Jenis

Buku - Elektronik (E-Book)

Subjek

Financial Economics

No. Rak

Tel-U Gedung Manterawu Lantai 5 : Rak 7b
Tel-U Purwokerto : Rak 4

Dilihat

194 kali

Informasi Lainnya

Abstraksi

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.