Asset-Liability and Liquidity Management av Pooya Farahvash

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<p><i>Asset-Liability and Liquidity Management</i> 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.</p><p>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.</p><p>Learn from the best as Dr. Farahvash takes you through basic and advanced topics, including:</p><ul><li>The fundamentals of analytical finance</li><li>Detailed explanations of financial valuation models for a variety of products</li><li>The principle of economic value of equity and value-at-risk</li><li>The principle of net interest income and earnings-at-risk</li><li>Liquidity risk</li><li>Funds transfer pricing</li></ul><p>A detailed Appendix at the end of the book helps novice users w