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Author: Donald R. Chambers Publisher: ISBN: Category : Asset-liability management Languages : en Pages : 46
Book Description
The purpose of this paper is to demonstrate the use of a duration vector developed by Chambers and others (1, 2, 3, 4) to reduce the interest-rate-risk exposure of a financial institution. Three balance sheets are constructed using the duration-vector. Each balance sheet is designed to eliminate the sensitivity of the financial institution's equity to interest-rate changes that affect the financial institutions' assets and liabilities. The three balance sheets are analyzed with interest-rate data from 1971-1983. The results indicate that the duration-vector is able to eliminate virtually all interest-rate risk.
Author: Donald R. Chambers Publisher: ISBN: Category : Asset-liability management Languages : en Pages : 46
Book Description
The purpose of this paper is to demonstrate the use of a duration vector developed by Chambers and others (1, 2, 3, 4) to reduce the interest-rate-risk exposure of a financial institution. Three balance sheets are constructed using the duration-vector. Each balance sheet is designed to eliminate the sensitivity of the financial institution's equity to interest-rate changes that affect the financial institutions' assets and liabilities. The three balance sheets are analyzed with interest-rate data from 1971-1983. The results indicate that the duration-vector is able to eliminate virtually all interest-rate risk.
Author: United States. Federal Home Loan Bank Board. Office of Policy and Economic Research Publisher: ISBN: Category : Housing Languages : en Pages : 594
Author: Stanley A. Plotkin Publisher: Elsevier Health Sciences ISBN: 0323393012 Category : Medical Languages : en Pages : 1376
Book Description
From the development of each vaccine to its use in reducing disease, Plotkin’s Vaccines, 7th Edition, provides the expert information you need to provide optimal care to your patients. This award-winning text offers a complete understanding of each disease, as well as the latest knowledge of both existing vaccines and those currently in research and development. Described by Bill Gates as "an indispensable guide to the enhancement of the well-being of our world," Plotkin’s Vaccines is a must-have reference for current, authoritative information in this fast-moving field. Includes complete information for each disease, including clinical characteristics, microbiology, pathogenesis, diagnosis, and treatment, epidemiology, and public health and regulatory issues – plus complete information for each vaccine, including its stability, immunogenicity, efficacy, duration of immunity, adverse events, indications, contraindications, precautions, administration with other vaccines, and disease-control strategies. Analyzes the cost-benefit and cost-effectiveness of different vaccine options. Helps you clearly visualize concepts and objective data through an abundance of tables and figures. Covers the new oral cholera and zoster vaccines, as well as newly licensed meningococcal group B vaccines and a newly licensed dengue vaccine. Brings you up to date on successful human trials of Ebola vaccines, an enterovirus 71 vaccine licensed in China, and new recommendations and changes to polio vaccines. Features a new chapter on maternal immunization.
Author: Sanjay K. Nawalkha Publisher: John Wiley & Sons ISBN: 0471427241 Category : Business & Economics Languages : en Pages : 436
Book Description
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Author: Stavros A. Zenios Publisher: Elsevier ISBN: 9780080478203 Category : Business & Economics Languages : en Pages : 508
Book Description
This first volume of the Handbook of Asset and Liability Management presents the theories and methods supporting models that align a firm's operations and tactics with its uncertain environment. Detailing the symbiosis between optimization tools and financial decision-making, its original articles cover term and volatility structures, interest rates, risk-return analysis, dynamic asset allocation strategies in discrete and continuous time, the use of stochastic programming models, bond portfolio management, and the Kelly capital growth theory and practice. They effectively set the scene for Volume Two by showing how the management of risky assets and uncertain liabilities within an integrated, coherent framework remains the core problem for both financial institutions and other business enterprises as well. *Each volume presents an accurate survey of a sub-field of finance *Fills a substantial gap in this field *Broad in scope
Author: Donald R. Chambers
Author: Donald R. Chambers
Author: United States. Federal Home Loan Bank Board. Office of Policy and Economic Research
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Author: David S. Kidwell
Author: Stanley A. Plotkin
Author: Sanjay K. Nawalkha
Author: Stavros A. Zenios