Click Here to Download: https://ouo.io/9wb4yl Risk Management And Value: Valuation And Asset Pricing By: Bellalah Mondher Publisher: World Scientific Print ISBN: 9789812770738, 9812770739 eText ISBN: 9789812770745, 9812770747 Format: PDF Available from $ 336.00 USD SKU 9789812770745 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.
