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 |
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Autor Corporativo: | |
Otros Autores: | , , |
Formato: | Electrónico Congresos, conferencias eBook |
Idioma: | Inglés |
Publicado: |
Singapore ; Hackensack, NJ :
World Scientific,
©2008.
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Colección: | World Scientific studies in international economics ;
3. |
Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.