Firms

Robert Jarrow ()

Chapter 11 in The Economic Foundations of Risk Management:Theory, Practice, and Applications, 2017, pp 89-91 from World Scientific Publishing Co. Pte. Ltd.

Abstract: This chapter studies a firm’s risk management problem. To illustrate the issues involved we discuss a firm’s risk management problem using the simple economy from Chapter 3. A firm is defined to be any corporation whose equity capital is not constrained by bank regulators. If a corporation’s capital is constrained by bank regulators, it is called a bank and not a firm.

Keywords: Risk Management; Derivatives; Value-at-Risk; Funding Risk; Financial Engineering (search for similar items in EconPapers)
JEL-codes: G31 (search for similar items in EconPapers)
Date: 2017
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.worldscientific.com/doi/pdf/10.1142/9789813147522_0011 (application/pdf)
https://www.worldscientific.com/doi/abs/10.1142/9789813147522_0011 (text/html)
Ebook Access is available upon purchase.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:wschap:9789813147522_0011

Ordering information: This item can be ordered from

Access Statistics for this chapter

More chapters in World Scientific Book Chapters from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().