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e-book : Risk management and value : valuation and asset pricing.

Livre électronique

BELLALAH Mondher ; PRIGENT Jean-Luc ; SAHUT Jean-Michel

WORLD SCIENTIFIC

2008

634

MANAGEMENT DU RISQUE ; ACTIF

Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9789812770745

Sommaire : Contents

Contributeurs : Wissem Ajili, K. V. N. M. Ramesh, Victor Dragota, Laura Obreja Bra¸soveanu, Andreea Semenescu, Turgut Özkan, Marie-Florence Lamy, Olfa Borsali, Amel Zenaidi, Amine Bouden, Didelle Dilou Dinamona, Ion Lapteacru, Anissa Naouar, Ana Paula Carvalho do Monte, Manuel José da Rocha Armada, Mihaela Dragota, Cosmin IuliuS.erbanescu, Daniel Traian Pele, Jean-Etienne Palard, Didier Vanoverberghe, Fatma Hammami, Ezzeddine Abaoub, Mondher Cherif, Skander Sraieb, Fredj Jawadi, Microdata Salah Ghabri, Amel Belanes Aroui, FatmaWyème Ben Mrad Douagi, Nizar Hachicha, Abdelfettah Bouri, Jameleddine Ziadi, Tawhid Chtioui, Ramzi Mallat, Duc Khuong Nguyen

Introduction
Chapter 1. Managing Derivatives in the Presence of a Smile Effect and Incomplete Information
Chapter 2. A Value-at-Risk Approach to Assess Exchange Risk Associated to a Public Debt Portfolio: The Case of a Small Developing Economy
Chapter 3. A Method to Find Historical VaR for Portfolio that Follows S&P CNX Nifty Index by Estimating the Index Value
Chapter 4. Some Considerations on the Relationship between Corruption and Economic Growth
Chapter 5. Financial Risk Management by Derivatives Caused fromWeather Conditions: Its
Applicability for Türk?iye
Chapter 6. The Basel II Framework Implementation and Securitization
Chapter 7. Stochastic Time Change, Volatility, and Normality of Returns : A High-Frequency Data Analysis with a Sample of LSE Stocks
Chapter 8. The Behavior of the Implied Volatility Surface : Evidence from Crude Oil Futures Options
Chapter 9. Procyclical Behavior of Loan Loss Provisions and Banking Strategies : An Application to the European Banks
Chapter 10. Market Power and Banking Competition on the Credit Market
Chapter 11. EarlyWarning Detection of Banking Distress - Is Failure Possible for European Banks ?
Chapter 12. Portfolio Diversification and Market Share Analysis for Romanian Insurance Companies
Chapter 13. On the Closed-End Funds Discounts / Premiums in the Context of the Investor
Sentiment Theory

Chapter 14. Why has Idiosyncratic Volatility Increased in Europe ?
Chapter 15. Debt Valuation, Enterprise Assessment and Applications
Chapter 16. Does The Tunisian Stock Market Overreact ?
Chapter 17. Investor-Venture Capitalist Relationship : Asymmetric Information, Uncertainty, and Monitoring
Chapter 18. Threshold Mean Reversion in Stock Prices
Chapter 19. Households' Expectations of Unemployment : New Evidence from French
Chapter 20. Corporate Governance and Managerial Risk Taking : Empirical Study in the Tunisian Context
Chapter 21. Nonlinearity and Genetic Algorithms in the Decision-Making Process
Chapter 22. ICT and Performance of the Companies: The Case of the Tunisian Companies
Chapter 23. Option Market Microstructure
Chapter 24. Does the Standardization of Business Processes Improve Management ? The Case of Enterprise Resource Planning Systems
Chapter 25. Does Macroeconomic Transparency Help Governments be Solvent ? Evidence from Recent Data

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque