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· 제목 : Asset-Liability and Liquidity Management (Hardcover, 1st)
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9781119701880
· 쪽수 : 1056쪽
· 출판일 : 2020-06-16
· 분류 : 외국도서 > 경제경영 > 은행/금융
· ISBN : 9781119701880
· 쪽수 : 1056쪽
· 출판일 : 2020-06-16
목차
About the Author
Preface
Abbreviations
Introduction
Chapter 1 Interest Rate
Chapter 2 Valuation: Fundamentals, Fixed-Income and Non-Maturing Products
Chapter 3 Equity Valuation
Chapter 4 Option Valuation
Chapter 5 Interest Rate Models
Chapter 6 Valuation of Bonds with Embedded Options
Chapter 7 Valuation of Mortgage-Backed and Asset-Backed Securities
Chapter 8 Economic Value of Equity
Chapter 9 Net Interest Income
Chapter 10 Equity and Earning -at-Risk
Chapter 11 Liquidity Risk
Chapter 12 Funds Transfer Pricing
Appendix Elements of Probability and Statistics
Index
