Asset-liability and liquidity management

Asset-liability and liquidity management

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Bibliographic Details
Author / Creator:	Farahvash, Pooya, author.
Edition:	First Edition.
Imprint:	Hoboken : Wiley, 2020.
Description:	1 online resource
Language:	English
Subject:	Asset-liability management. Bank liquidity. Asset-liability management Bank liquidity
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/13682520

Hidden Bibliographic Details
ISBN:	9781119701927 9781119701880 1119701929 9781119701927 9781119701910
Summary:	Notes -- Bibliography -- CHAPTER 3 Equity Valuation -- Dividend Discount Model -- Discounted Free Cash Flow Method -- Comparative Valuation Using Price Ratios -- Summary -- Note -- Bibliography -- CHAPTER 4 Option Valuation -- Stock Option -- Boundary Values -- Call Option -- Put Option -- Put-Call Parity -- Underlying Stock Does Not Pay Dividends -- Underlying Stock Pays Dividends or Provides Yield -- Binomial Tree -- The Black-Scholes-Merton Model -- Generalization of the Black-Scholes-Merton Model -- Option Valuation Using Monte Carlo Simulation -- Sensitivity of Option Value
Other form:	Print version: Farahvash, Pooya Asset-Liability and Liquidity Management Newark : John Wiley & Sons, Incorporated,c2020 9781119701880

Description
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.
Physical Description:	1 online resource
ISBN:	9781119701927 1119701929 9781119701927 9781119701910