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Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities

Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities Generally, the assets acquired by financial institutions have their values determined by established capital markets.
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Description: Generally, the assets acquired by financial institutions have their values determined by established capital markets. However, the firm's liabilities become customer's' private placement assets and their value must be calculated by the firm. This monograph discusses the theoretical bases for modeling the liabilities consistently with the assets. From Asset-Liability Integration, M-FI02-1.
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- Authors: Krzysztof Ostaszewski
- Date: Jan 2003
- Competency: Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Topics: Finance & Investments>Asset liability management

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Asset-Liability Integration, Chapter 7: Valuation of Derivative Securities