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Risk management and value : valuation and asset pricing /
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 Economi...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico Congresos, conferencias eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2008.
|
| Colección: | World Scientific studies in international economics ;
3. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 111 | 2 | |a International Finance Conference |d (2007 : |c Ḥammāmāt, Tunisia) | |
| 245 | 1 | 0 | |a Risk management and value : |b valuation and asset pricing / |c editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut. |
| 260 | |a Singapore ; |a Hackensack, NJ : |b World Scientific, |c ©2008. | ||
| 300 | |a 1 online resource (x, 634 pages) : |b illustrations | ||
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| 490 | 1 | |a World scientific studies in international economics, |x 1793-3641 ; |v 3 | |
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Ch. 1. Managing derivatives in the presence of a Smile effect and incomplete information / Mondher Bellalah -- ch. 2. A value-at-risk approach to assess exchange risk associated to a public debt portfolio: the case of a small developing economy / Wissem Ajili -- ch. 3. A method to find historical VaR for portfolio that follows S&P CNX Nifty Index by estimating the index value / K. V. N. M. Ramesh -- ch. 4. Some considerations on the relationship between corruption and economic growth / Victor Dragot̮a, Laura Obreja Brasoveanu and Andreea Semenescu -- ch. 5. Financial risk management by derivatives caused from weather conditions: its applicability for Türkiye / Turgut Özkan -- ch. 6. The Basel II framework implementation and securitization / Marie-Florence Lamy -- ch. 7. Stochastic time change, volatility, and normality of returns: a high-frequency data analysis with a sample of LSE stocks / Olfa Borsali and Amel Zenaidi -- ch. 8. The behavior of the implied volatility surface: evidence from crude oil futures options / Amine Bouden -- ch. 9. Procyclical behavior of loan loss provisions and banking strategies: an application to the European banks / Didelle Dilou Dinamona -- ch. 10. Market power and banking competition on the credit market / Ion Lapteacru -- ch. 11. Early warning detection of banking distress -- is failure possible for European banks? / Anissa Naouar -- ch. 12. Portfolio diversification and market share analysis for Romanian insurance companies / Mihaela Dragot̮a, Cosmin Iuliu Ṣerb̮anescu and Daniel Traian Pele -- ch. 13. On the closed-end funds discounts/ premiums in the context of the investor sentiment theory / Ana Paula Carvalho do Monte and Manuel José da Rocha Armada -- ch. 14. Why has idiosyncratic volatility increased in Europe? / Jean-Etienne Palard -- ch. 15. Debt valuation, enterprise assessment and applications / Didier Vanoverberghe -- ch. 16. Does The Tunisian Stock Market overreact? / Fatma Hammami and Ezzeddine Abaoub -- ch. 17. Investor-venture capitalist relationship: asymmetric information, uncertainty, and monitoring / Mondher Cherif and Skander Sraieb -- ch. 18. Threshold mean reversion in stock prices / Fredi Jawadi -- ch. 19. Households' expectations of unemployment: new evidence from French microdata / Salah Ghabri -- ch. 20. Corporate governance and managerial risk taking: empirical study in the Tunisian context / Amel Belanes Aroui and Fatma Wyème Ben Mrad Douagi -- ch. 21. Nonlinearity and genetic algorithms in the decision-making process / Nizar Hachicha and Abdelfettah Bouri -- ch. 22. ICT and performance of the companies: the case of the Tunisian companies / Jameleddine Ziadi -- ch. 23. Option market microstructure / Jean-Michel Sahut -- ch. 24. Does the standardization of business processes improve management? the case of enterprise resource planning systems / Tawhid Chtioui -- ch. 25. Does macroeconomic transparency help governments be solvent? Evidence from recent data / Ramzi Mallat and Duc Khuong Nguyen. | |
| 520 | |a 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 | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Risk management |v Congresses. | |
| 650 | 0 | |a Valuation |x Management |v Congresses. | |
| 650 | 6 | |a Gestion du risque |v Congrès. | |
| 650 | 6 | |a Évaluation |x Gestion |v Congrès. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Insurance |x Risk Assessment & Management. |2 bisacsh | |
| 650 | 7 | |a Risk management |2 fast | |
| 653 | 1 | |a Finance | |
| 653 | 1 | |a IFC | |
| 653 | 1 | |a Asset pricing | |
| 653 | 1 | |a Value | |
| 655 | 7 | |a Conference papers and proceedings |2 fast | |
| 700 | 1 | |a Bellalah, Mondher. | |
| 700 | 1 | |a Prigent, Jean-Luc, |d 1958- | |
| 700 | 1 | |a Sahut, Jean-Michel. | |
| 776 | 0 | 8 | |i Print version: |a International Finance Conference (2007 : Ḥammāmāt, Tunisia). |t Risk management and value. |d Singapore ; Hackensack, NJ : World Scientific, ©2008 |z 9789812770738 |z 9812770739 |w (DLC) 2008275201 |w (OCoLC)173807950 |
| 830 | 0 | |a World Scientific studies in international economics ; |v 3. |x 1793-3641 | |
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