{"product_id":"asset-liability-and-liquidity-management-9781119701880","title":"Asset-Liability and Liquidity Management","description":"\u003cp\u003e\u003ci\u003eAsset-Liability and Liquidity Management\u003c\/i\u003e 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.\u003c\/p\u003e \u003cp\u003eThe 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.\u003c\/p\u003e \u003cp\u003eLearn from the best as Dr. Farahvash takes you through basic and advanced topics, including: \u003c\/p\u003e \u003cul\u003e \u003cli\u003eThe fundamentals of analytical finance\u003c\/li\u003e \u003cli\u003eDetailed explanations of financial valuation models for a variety of products\u003c\/li\u003e \u003cli\u003eThe principle of economic value of equity and value-at-risk\u003c\/li\u003e \u003cli\u003eThe principle of net interest income and earnings-at-risk\u003c\/li\u003e \u003cli\u003eLiquidity risk\u003c\/li\u003e \u003cli\u003eFunds transfer pricing\u003c\/li\u003e \u003c\/ul\u003e \u003cp\u003eA detailed Appendix at the end of the book helps novice users with basic probability and statistics concepts used in financial analytics.\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cp\u003e\u003cb\u003ePOOYA FARAHVASH\u003c\/b\u003e is vice president of Treasury Modeling and Analytics at American Express Company overseeing development of models used in ALM, liquidity risk management, stress testing, and deposit products. He previously worked at investment bank Jefferies in liquidity risk management and at CIT Group in asset-liability management. His experience in the banking industry is focused in treasury department activities, specifically in areas of interest rate risk, liquidity risk, asset-liability management, deposit modeling, and economic capital. Dr. Farahvash is also an adjunct instructor at New York University, teaching analytical courses. He received his PhD degree in Industrial and Systems Engineering and MS degree in Statistics both from Rutgers University, New Jersey. He currently lives in New York City.\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Default Title","offer_id":50510578286866,"sku":"9781119701880","price":43.99,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0831\/4771\/8930\/files\/img_db09c2cf-27f0-4d1f-baa4-98db36de9f09.jpg?v=1730929155","url":"https:\/\/surprise-castle.myshopify.com\/products\/asset-liability-and-liquidity-management-9781119701880","provider":"Surprise Castle","version":"1.0","type":"link"}