Coverart for item
The Resource Managing and measuring risk : emerging global standards and regulation after the financial crisis, editors, Oliviero Roggi, Edward Altman

Managing and measuring risk : emerging global standards and regulation after the financial crisis, editors, Oliviero Roggi, Edward Altman

Label
Managing and measuring risk : emerging global standards and regulation after the financial crisis
Title
Managing and measuring risk
Title remainder
emerging global standards and regulation after the financial crisis
Statement of responsibility
editors, Oliviero Roggi, Edward Altman
Creator
Contributor
Editor
Subject
Language
eng
Member of
Cataloging source
BTCTA
http://library.link/vocab/creatorName
Roggi, Oliviero
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1941-
http://library.link/vocab/relatedWorkOrContributorName
Altman, Edward I.
Series statement
World Scientific series in finance
Series volume
5
http://library.link/vocab/subjectName
Financial risk management
Label
Managing and measuring risk : emerging global standards and regulation after the financial crisis, editors, Oliviero Roggi, Edward Altman
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Ch. 1. An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- ch. 2. Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- ch. 3. Measuring systemic risk / Viral V. Acharya ... [et al.] -- ch. 4. Taxing systemic risk / Viral V. Acharya ... [et al.] -- ch. 5. Liquidity and efficiency in three related foreign exchange options markets / Menachem Brenner and Ben Z. Schreiber -- ch. 6. 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 -- ch. 7. Integrated wealth and risk management: first principles / Zvi Bodie -- ch. 8. Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Andersen -- ch. 9. Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- ch. 10. SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- ch. 11. Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- ch. 12. Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaran -- ch. 13. Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba
Control code
FIEb17312772
Dimensions
24 cm.
Extent
xiv, 499 pages
Isbn
9789814417495
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)806016522
Label
Managing and measuring risk : emerging global standards and regulation after the financial crisis, editors, Oliviero Roggi, Edward Altman
Publication
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent.
Contents
Ch. 1. An evolutionary perspective on the concept of risk, uncertainty and risk management / Oliviero Roggi and Omar Ottonelli -- ch. 2. Toward a bottom-up approach to assessing sovereign default risk: an update / Edward I. Altman and Herbert Rijken -- ch. 3. Measuring systemic risk / Viral V. Acharya ... [et al.] -- ch. 4. Taxing systemic risk / Viral V. Acharya ... [et al.] -- ch. 5. Liquidity and efficiency in three related foreign exchange options markets / Menachem Brenner and Ben Z. Schreiber -- ch. 6. 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 -- ch. 7. Integrated wealth and risk management: first principles / Zvi Bodie -- ch. 8. Analyzing the impact of effective risk management: innovation and capital structure effects / Torben Juul Andersen -- ch. 9. Modeling credit risk for SMEs: evidence from the US market / Edward I. Altman and Gabriele Sabato -- ch. 10. SME rating: risk globally, measure locally / Oliviero Roggi and Alessandro Giannozzi -- ch. 11. Credit loss and systematic LGD / Jon Frye and Michael Jacobs Jr. -- ch. 12. Equity risk premiums (ERP): determinants, estimation and implications -- the 2012 edition / Aswath Damodaran -- ch. 13. Stock market crashes in 2007-2009: were we able to predict them? / Sébastien Lleo and William T. Ziemba
Control code
FIEb17312772
Dimensions
24 cm.
Extent
xiv, 499 pages
Isbn
9789814417495
Media category
unmediated
Media MARC source
rdamedia.
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)806016522

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