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Risk Management and Value: Valuation and Asset Pricing - World Scientific Studies in International Economics Mondher Bellalah
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Risk Management and Value: Valuation and Asset Pricing - World Scientific Studies in International Economics
Mondher Bellalah
Presents a discussion of the issues related to risk, volatility, value and risk management. This book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation.
500 pages, Illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de marzo de 2008 |
| ISBN13 | 9789812770738 |
| Editores | World Scientific Publishing Co Pte Ltd |
| Páginas | 644 |
| Dimensiones | 164 × 236 × 37 mm · 1,16 kg (Peso (estimado)) |
| Editor | Azaria, Michel (Institut Superieur de Commerce Paris, France) |
| Editor | Bellalah, Mondher (Universite de Cergy-Pontoise, France) |
| Editor | Delienne, Annie (Universite de Cergy-Pontoise, France) |
| Editor | Levyne, Olivier (Institut Superieur de Commerce Paris, France) |
| Editor | Pariente, Georges (Institut Superieur de Commerce Paris, France) |
| Editor | Prigent, Jean-Luc (Universite de Cergy-Pontoise, France) |
| Editor | Sahut, Jean-Michel (ESC Amiens, France) |