Advances in financial risk management: corporates, intermediaries and portfolios
Auteur :
Batten, Jonathan A. / MacKay, Peter
Éditeur :
Palgrave Macmillan
ISBN :
9781349438747
Date de publication :
1 janv. 2013
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.