Risk Management and Value:Valuation and Asset Pricing
Edited by Mondher Bellalah,
Jean-Luc Prigent (),
Michel Azaria and
in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.
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.
Keywords: Risk; Value; Management; Derivatives (search for similar items in EconPapers)
JEL-codes: G19 G21 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:wsi:wsbook:6574
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