Risk management and value: valuation and asset pricing
This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economi...
Gespeichert in:
| Körperschaft: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
World Scientific Pub. Co.
c2008
|
| Schlagworte: | |
| Online-Zugang: | FHN01 URL des Erstveroeffentlichers |
| Zusammenfassung: | This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a "high level" one. The first half of the 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. The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book |
| Beschreibung: | x, 634 p. ill. (some col.) |
| ISBN: | 9812770747 9789812770745 |
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| dewey-full | 658.155 |
| dewey-hundreds | 600 - Technology (Applied sciences) |
| dewey-ones | 658 - General management |
| dewey-raw | 658.155 |
| dewey-search | 658.155 |
| dewey-sort | 3658.155 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| spelling | International Finance Conference <2007, Hammamet, Tunisia> Verfasser aut Risk management and value valuation and asset pricing editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut Singapore World Scientific Pub. Co. c2008 x, 634 p. ill. (some col.) txt rdacontent c rdamedia cr rdacarrier This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a "high level" one. The first half of the 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. The effects of volatility and risk on the valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book Risk management / Congresses Valuation / Management / Congresses 1\p (DE-588)1071861417 Konferenzschrift gnd-content Bellalah, Mondher Sonstige oth Prigent, Jean-Luc 1958- Sonstige oth Sahut, Jean-Michel Sonstige oth http://www.worldscientific.com/worldscibooks/10.1142/6574#t=toc Verlag URL des Erstveroeffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Risk management and value valuation and asset pricing Risk management / Congresses Valuation / Management / Congresses |
| subject_GND | (DE-588)1071861417 |
| title | Risk management and value valuation and asset pricing |
| title_auth | Risk management and value valuation and asset pricing |
| title_exact_search | Risk management and value valuation and asset pricing |
| title_full | Risk management and value valuation and asset pricing editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut |
| title_fullStr | Risk management and value valuation and asset pricing editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut |
| title_full_unstemmed | Risk management and value valuation and asset pricing editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut |
| title_short | Risk management and value |
| title_sort | risk management and value valuation and asset pricing |
| title_sub | valuation and asset pricing |
| topic | Risk management / Congresses Valuation / Management / Congresses |
| topic_facet | Risk management / Congresses Valuation / Management / Congresses Konferenzschrift |
| url | http://www.worldscientific.com/worldscibooks/10.1142/6574#t=toc |
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