1 option
Risk management and value : valuation and asset pricing / editors, Mondher Bellalah, Jean-Luc Prigent, Jean-Michel Sahut.
- Format:
- Book
- Conference/Event
- Conference Name:
- International Finance Conference (2007 : Ḥammāmāt, Tunisia)
- Series:
- World Scientific studies in international economics 1793-3641 ; 3.
- World scientific studies in international economics, 1793-3641 ; 3
- Language:
- English
- Subjects (All):
- Risk management--Congresses.
- Risk management.
- Valuation--Management--Congresses.
- Valuation.
- Management.
- Genre:
- Conference papers and proceedings.
- Physical Description:
- x, 634 pages : illustrations ; 24 cm.
- Place of Publication:
- Singapore ; Hackensack, NJ : World Scientific, [2008]
- Summary:
- 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 (booknews.com)
- Notes:
- Includes bibliographical references and index.
- Local Notes:
- Acquired for the Penn Libraries with assistance from the Louis A. Duhring Fund.
- ISBN:
- 9789812770738
- 9812770739
- OCLC:
- 173807950
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