Risk Management And Value: Valuation And Asset Pricing (World Scientific Studies in International Economics 3)

Risk Management And Value: Valuation And Asset Pricing (World Scientific Studies in International Economics 3)

By: Mondher Bellalah (editor), Jean-Luc Prigent (editor), Georges Pariente (associated_editor)Hardback

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Description

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.The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.

Contents

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.

Product Details

  • ISBN13: 9789812770738
  • Format: Hardback
  • Number Of Pages: 644
  • ID: 9789812770738
  • ISBN10: 9812770739

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