Managing and measuring risk :
Managing and measuring risk : emerging global standards and regulation after the financial crisis /
editors, Oliviero Roggi, University of Florence, Italy & New York University, USA, Edward Altman, New York University, USA.
- xiv, 499 pages : illustrations ; 24 cm.
- World Scientific series in finance ; 5 .
- World Scientific series in finance ; 5. .
Includes bibliographical references.
An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba.
9789814417495 9814417491
2015302357
016211301 Uk
Financial risk management.
Analyse des risques.
Crise financière.
Marché financier.
Normes internationales.
Liquidités.
Réglementation.
Modèles économétriques.
Financial risk management.
Finanzkrise.
Risikomanagement.
HD61 / .M258 2013
658.155
Includes bibliographical references.
An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba.
9789814417495 9814417491
2015302357
016211301 Uk
Financial risk management.
Analyse des risques.
Crise financière.
Marché financier.
Normes internationales.
Liquidités.
Réglementation.
Modèles économétriques.
Financial risk management.
Finanzkrise.
Risikomanagement.
HD61 / .M258 2013
658.155