Risk Management and Value: Valuation and Asset Pricing

ISBN-13: 9789812770738 / Angielski / Twarda / 2008 / 644 str.

Mondher Bellalah

Opis

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.