Risk management and value: valuation and asset pricing
Éditeur :
World Scientific Publishing Co Pte Ltd
ISBN :
9789812770738
Date de publication :
3 mars 2008
Langue :
Anglais
Pays d'origine :
Singapour
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.