Risk Management and Value: Valuation and Asset Pricing - World Scientific Studies in International Economics - Mondher Bellalah - Books - World Scientific Publishing Co Pte Ltd - 9789812770738 - March 3, 2008
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Mondher Bellalah
Risk Management and Value: Valuation and Asset Pricing - World Scientific Studies in International Economics

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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.

500 pages, Illustrations

Media Books     Hardcover Book   (Book with hard spine and cover)
Released March 3, 2008
ISBN13 9789812770738
Publishers World Scientific Publishing Co Pte Ltd
Pages 644
Dimensions 164 × 236 × 37 mm   ·   1.16 kg   (Weight (estimated))
Editor Azaria, Michel (Institut Superieur de Commerce Paris, France)
Editor Bellalah, Mondher (Universite de Cergy-Pontoise, France)
Editor Delienne, Annie (Universite de Cergy-Pontoise, France)
Editor Levyne, Olivier (Institut Superieur de Commerce Paris, France)
Editor Pariente, Georges (Institut Superieur de Commerce Paris, France)
Editor Prigent, Jean-Luc (Universite de Cergy-Pontoise, France)
Editor Sahut, Jean-Michel (ESC Amiens, France)

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