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Book
6th International Finance Conference on Financial Crisis and Governance
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ISBN: 1443833126 9781443833127 9781443833080 1443833088 Year: 2011 Publisher: Newcastle upon Tyne, UK : Cambridge Scholars,

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Abstract

Financial markets, the banking system, and the real estate, commodity and energy markets have, since 2007, been experiencing higher integration, more volatility and have undergone several shocks. More coordination is needed between G20 and market authorit


Book
Risk management and value : valuation and asset pricing
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ISSN: 17933641 ISBN: 1281911585 9786611911584 9812770747 9789812770745 9812770739 9789812770738 9781281911582 Year: 2008 Volume: 3 Publisher: Singapore ; Hackensack, NJ : World Scientific,

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Abstract

This book provides a comprehensive discussion of the issues related to risk, volatility, value and risk management. It includes a selection of the best papers presented at the Fourth International Finance Conference 2007, qualified by Professor James Heckman, the 2000 Nobel Prize Laureate in Economics, as a ""high level"" one. The first half of the book examines ways to manage risk and compute value-at-risk for exchange risk associated to debt portfolios and portfolios of equity. It also covers the Basel II framework implementation and securitisation. The effects of volatility and risk on the

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