Description: Risk Management and Value : Valuation and Asset Pricing, Hardcover by Bellalah, Mondher (EDT); Prigent, Jean-Luc (EDT); Sahut, Jean-Michel (EDT); Pariente, Georges (CON); Levyne, Olivier (CON), ISBN 9812770739, ISBN-13 9789812770738, Brand New, Free shipping in the US The editors (of U. de Cergy-Pontoise and ESC Amiens, both in France) have selected and present here 25 papers from the International Finance Conference held in March 2007 in Tunisia. The papers come from different fields and cover value, volatility, and risk management in a range of areas. Examples of specific topics include managing derivatives in the presence of a smile effect and incomplete information, the relationship between corruption and economic growth, financial risk management by derivatives caused from weather conditions, evidence from crude oil futures options concerning the behavior of implied volatility surface, procyclical behavior of loan loss provisions and banking strategies, market power and banking competition on the credit market, portfolio diversification and market share analysis for Romanian insurance companies, threshold mean reversion in stock prices, corporate governance and managerial risk taking in the Tunisian context, option market microstructure, and nonlinearity and genetic algorithms in the decision making process. Annotation ©2008 Book News, Inc., Portland, OR ()
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Book Title: Risk Management and Value : Valuation and Asset Pricing
Number of Pages: X, 634 Pages
Language: English
Publication Name: Risk Management and Value Vol. 7 : Valuation and Asset Pricing
Publisher: World Industries Scientific Publishing Co Pte LTD
Subject: Marketing / General, Banks & Banking, Investments & Securities / Portfolio Management, Decision-Making & Problem Solving, Investments & Securities / Analysis & Trading Strategies, Economics / General, Insurance / Risk Assessment & Management, Investments & Securities / General
Publication Year: 2008
Item Weight: 0 Oz
Type: Textbook
Subject Area: Business & Economics
Author: Mondher Bellalah
Format: Hardcover
