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 InfoSingapore : World Scientific, 2013.
Descriptionxiv, 499 pages : illustrations ; 24 cm.
Supplemental ContentFull text available from Ebook Central - Academic Complete
Subjects

SeriesWorld 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 noteIncludes bibliographical references.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2015302357
ISBN9789814417495
ISBN9814417491