Macrofinancial risk analysis:
Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Gray, Dale (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Chichester, UK John Wiley & Sons ©2008
Schriftenreihe:Wiley finance series
Schlagworte:
Online-Zugang:Volltext
Beschreibung:Title from e-book title screen (viewed Dec. 3, 2009)
Includes bibliographical references and index
Overview of Finance, Macroeconomics, and Risk Conccepts -- The Macrofinance Modeling Framework -- Linking Macrofinancial and Macroeconomic Frameworks -- Crisis and Distress in Economies -- Macrofinancial Model Applications and Analytical Issues
This book gives a new perspective on how investors and policy makers can analyze risk and vulnerabilities in economies, both emerging market and industrial, by using modern risk management and financial engineering techniques. Using recent advances in this field and the theory of finance, an economic value can be placed on vulnerabilities caused by inter-linkages between different sectors of the economy, the macroeconomic risks due to external shocks quantified, and the value ex-ante of various policy measures to respond to crises calculated
Beschreibung:1 Online-Ressource (xvii, 342 pages)
ISBN:9780470756324
0470756322
9781118467428
1118467426

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