Risk management and value : valuation and asset price
- نوع فایل : کتاب
- زبان : انگلیسی
- مؤلف : Mondher Bellalah
- ناشر : New Jersey [u.a.] : World Scientific
- چاپ و سال / کشور: 2008
- شابک / ISBN : 9789812770738
Description
Managing Derivatives in the Presence of a Smile Effect and Incomplete Information; Some Considerations on Relationship between Corruption and Economic Growth; The Basel Framework Implementation and Securitisation; Size, Book-to-Market, Volatility and Stock Returns; Market Power and Banking Competition on the Credit Market; Portfolio Diversification and Market Share Analysis for Romanian Insurance Companies; Why has Idiosyncratic Volatility Increased in Europe?; Debt Valuation: Enterprise Assessment and Applications; Does the Tunisian Stock Market Over-react?; Threshold Stock Prices Adjustment; ICT and Performance of the Companies: The Case of the Tunisian Companies; and other papers.
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.