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Asset-liability and liquidity management
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley,
2020.
|
| Edición: | First Edition. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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|---|---|---|---|
| 001 | OR_on1159408738 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | | ||
| 007 | cr ||||||||||| | ||
| 008 | 200131s2020 nju o 001 0 eng d | ||
| 010 | |a 2020005300 | ||
| 040 | |a UKAHL |b eng |e rda |c UKAHL |d EBLCP |d UAB |d OCLCO |d VT2 |d UKAHL |d DST |d OCLCO |d OCLCQ | ||
| 019 | |a 1156237724 | ||
| 020 | |a 9781119701927 |z 9781119701880 |q (hardback) |q (e-book) | ||
| 020 | |a 1119701929 | ||
| 020 | |z 9781119701927 |q (adobe pdf) | ||
| 020 | |z 9781119701910 |q (epub) | ||
| 029 | 1 | |a AU@ |b 000066651809 | |
| 029 | 1 | |a AU@ |b 000072393480 | |
| 035 | |a (OCoLC)1159408738 |z (OCoLC)1156237724 | ||
| 050 | 4 | |a HG1615.25 |b .F373 2020 | |
| 082 | 0 | 0 | |a 332.1068/1 |2 23 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Farahvash, Pooya, |e author. | |
| 245 | 1 | 0 | |a Asset-liability and liquidity management |c Pooya Farahvash. |
| 250 | |a First Edition. | ||
| 264 | 1 | |a Hoboken : |b Wiley, |c 2020. | |
| 300 | |a 1 online resource | ||
| 505 | 0 | |a Cover -- Title Page -- Copyright -- Contents -- About the Author -- Preface -- Abbreviations -- Introduction -- CHAPTER 1 Interest Rate -- Interest Rate, Future Value, and Compounding -- Use of Time Notation versus Period Notation -- Simple Interest -- Accrual and Payment Periods -- Present Value and Discount Factor -- Present Value of Several Cash Flows -- Present Value of Annuity and Perpetuity -- Day Count and Business Day Conventions -- Treasury Yield Curve and Zero-Coupon Rate -- Bootstrapping -- LIBOR -- Forward Rates and Future Rates -- Implied Forward Rates -- Forward Rate Agreements | |
| 505 | 8 | |a Interest Rate Futures -- Swap Rate -- Determination of the Swap Rate -- Valuation of Interest Rate Swap Contracts -- LIBOR-Swap Spot Curve -- Interpolation Methods -- Piecewise Linear Interpolation -- Piecewise Cubic Spline Interpolation -- Federal Funds and Prime Rates -- Overnight Index Swap Rate -- OIS Discounting -- Secured Overnight Financing Rate -- Components of Interest Rate -- Risk Structure of Interest Rate -- Term Structure of Interest Rate -- Expectation Theory -- Market Segmentation Theory -- Liquidity Premium Theory -- Inflation and Interest Rate -- Negative Interest Rate | |
| 505 | 8 | |a Interest Rate Shock -- Parallel Shock -- Non-Parallel Shock -- Interest Rate Risk -- Summary -- Notes -- Bibliography -- CHAPTER 2 Valuation: Fundamentals of Fixed-Income and Non-Maturing Products -- Principal Amortization -- Bullet Payment at Maturity -- Linear Amortization -- Constant Payment Amortization -- Sum-of-Digits Amortization -- Custom Amortization Schedule -- Fixed-Rate Instrument -- Valuation -- Yield -- Duration and Convexity -- Dollar Duration and Dollar Convexity -- Portfolio Duration and Convexity -- Effective Duration and Effective Convexity -- Interest Rate Risk Immunization | |
| 505 | 8 | |a Key Rate Duration -- Fisher-Weil Duration -- Key Rate Duration -- Floating-Rate Instrument -- Pre-Period-Initiation Rate Setting -- Post-Period-Initiation Rate Setting -- Valuation Using Estimated Interest Rates at Future Reset Dates -- Using Implied Forward Rate -- Using Forecasted Rate -- Valuation Using Assumption of Par Value at Next Reset Date -- Duration and Convexity -- Valuation Using Simulated Interest Rate Paths -- Non-Maturing Instrument -- No New Business Treatment -- No New Account Treatment -- Constant Balance Treatment -- Inclusion of Prepayment and Default: A Roll Forward Approach | |
| 520 | |a 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 | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Asset-liability management. | |
| 650 | 0 | |a Bank liquidity. | |
| 650 | 6 | |a Gestion des actifs et des passifs. | |
| 650 | 6 | |a Banques |x Liquidité. | |
| 650 | 7 | |a Asset-liability management. |2 fast |0 (OCoLC)fst00819062 | |
| 650 | 7 | |a Bank liquidity. |2 fast |0 (OCoLC)fst00826702 | |
| 776 | 0 | 8 | |i Print version: |a Farahvash, Pooya |t Asset-Liability and Liquidity Management |d Newark : John Wiley & Sons, Incorporated,c2020 |z 9781119701880 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781119701880/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37193919 | ||
| 938 | |a Askews and Holts Library Services |b ASKH |n AH37193920 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL6207777 | ||
| 994 | |a 92 |b IZTAP | ||