Publisher: Palgrave Macmillan
Language: English
ISBN: 1403933995
Paperback: 250 pages
Data: Jan 2005
Format: PDF
Description: Liquidity risk is the risk of loss arising from an inability to quickly realize asset value or obtain funding and can be damaging if not properly considered or actively managed. Lack of liquidity can lead to large losses in asset/liability portfolios and off balance sheet activities and in extreme cases can trigger financial distress and insolvency. (more…)
Publisher: Wiley
Language: English
ISBN: 0471786322
Paperback: 930 pages
Data: Oct 2006
Format: PDF
Description: Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment (more…)
Publisher: Wiley
Language: English
ISBN: 0470847484
Paperback: 304 pages
Data: Oct 2002
Format: PDF
Description: * Includes a CD-ROM that contains Excel workbooks and a Matlab manual and software.
* Covers the subject without advanced or exotic material.
Publisher: Wiley
Language: English
ISBN: 0470013036
Paperback: 410 pages
Data: Jul 2005
Format: PDF
Description: Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies. (more…)
Publisher: McGraw-Hill
Language: English
ISBN: 0071355022
Paperback: 544 pages
Data: Aug 2000
Format: DJVU
Description: To accommodate sweeping global economic changes, the risk management field has evolved substantially since the first edition of Value at Risk, making this revised edition a must. Updates include a new chapter on liquidity risk, information on the latest risk instruments and the expanded derivatives market, recent developments in Monte Carlo (more…)
