Managing and measuring risk emerging global standards and regulation after the financial crisis / editors, Oliviero Roggi, University of Florence, Italy & New York University, USA, Edward Altman, New York University, USA.
| Other author | Roggi, Oliviero. |
| Other author | Altman, Edward I., 1941- |
| Format | Electronic |
| Publication Info | Singapore : World Scientific, 2013. |
| Description | xiv, 499 pages : illustrations ; 24 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Series | World Scientific series in finance ; 5 World Scientific series in finance ; 5. ^A1130450 |
| Contents | An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- Measuring systemic risk / Viral V. Acharya [and others] -- Taxing systemic risk / Viral V. Acharya [and others] -- Liquidity and efficiency in three related foreign exchange options markets / Meachem Brenner and Ben Z. Schreiber -- Illiquidity or credit deterioration: a study of liquidity in the US corporate bond market during financial crises / Nils Friewald, Rainer Jankowitsch and Marti G. Subrahmanyam -- Integrated wealth and risk management: first principles / Zvi Bodie -- Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Anderson -- Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaron -- Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba. |
| Bibliography note | Includes bibliographical references. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 2015302357 |
| ISBN | 9789814417495 |
| ISBN | 9814417491 |