The latest research on measuring, managing and pricing financial risk. Three broad perspectives are considered: financial risk in non-financial corporations; in financial intermediaries such as banks; and finally within the context of a portfolio of securities of different credit quality and marketability.
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Product Details
Dimensions: 140 x 216mm
Publication Date: 05 Nov 2013
Publisher: Palgrave Macmillan
Publication City/Country: United Kingdom
Language: English
ISBN13: 9781137025081
About Jonathan A. BattenPeter MacKay
Gabriel Frahm Helmut Schmidt University Germany Christof Wiechers University of Cologne Germany Asmerilda Hitaj University of Milan Italy Lorenzo Mercuri University of Milan Italy Alessandro Casati Antares Technologies France Serge Tabachnik Antares Technologies France Mohammad S. Hasan University of Kent UK Taufiq Choudhry University of Southampton UK Tim Leung Columbia University USA Peng Liuz Johns Hopkins University USA Leandro Maciel University of Campinas Brazil Philippe Durand Banque de France Paris France Yalin Gündüz Deutsche Bundesbank Frankfurt Germany Isabelle Thomazeau Banque de France Paris France Tim R. Adam Humboldt University of Berlin Germany Chitru S. Fernando University of Oklahoma USA Evgenia Golubeva University of Oklahoma USA Abraham Lioui EDHEC Business School France Ha Yan Raymond So MacroValue Investors Ltd Hong Kong and King's College London UK Tarik Driouchi King's College London UK Zhiyuan Simon Tan King's College London UK Craig O. Brown National University of Singapore Singapore Daniel A. Rogers Portland State University USA Jacek Niklewski Coventry University UK Timothy Rodgers Coventry University UK Francesca Battaglia Università Parthenope Italy Maria Mazzuca Università della Calabria Italy Shane Magee Macquarie University Australia Rodolfo Maino International Monetary Fund USA Kalin Tintchev International Monetary Fund USA Amrita NainUniversity of Iowa USA