Search Results - "liquidity risk"

Measuring and managing liquidity risk by Castagna, Antonio

Table of Contents: “…II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk.…”
An electronic book accessible through the World Wide Web; click to view

Measuring and managing liquidity risk by Castagna, Antonio

Table of Contents: “…II. Tools to manage liquidity risk -- pt. III. Pricing liquidity risk.…”
An electronic book accessible through the World Wide Web; click to view

An introduction to banking liquidity risk and asset-liability management / by Choudhry, Moorad

An electronic book accessible through the World Wide Web; click to view

An introduction to banking liquidity risk and asset-liability management / by Choudhry, Moorad

An electronic book accessible through the World Wide Web; click to view

Global liquidity, risk premiums and growth opportunities by De Nicoló, Gianni

An electronic book accessible through the World Wide Web; click to view

Global liquidity, risk premiums and growth opportunities by De Nicoló, Gianni

An electronic book accessible through the World Wide Web; click to view

Market liquidity asset pricing, risk, and crises /

Table of Contents: “…pt. 1. the effect of liquidity costs on securities prices and returns -- pt. 2. Liquidity risk -- pt. 3. Liquidity crises.…”
An electronic book accessible through the World Wide Web; click to view

Market liquidity asset pricing, risk, and crises /

Table of Contents: “…pt. 1. the effect of liquidity costs on securities prices and returns -- pt. 2. Liquidity risk -- pt. 3. Liquidity crises.…”
An electronic book accessible through the World Wide Web; click to view

Forecasting expected returns in the financial markets

Table of Contents: “…Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.…”
An electronic book accessible through the World Wide Web; click to view

Forecasting expected returns in the financial markets

Table of Contents: “…Market efficiency and forecasting -- A step-by-step guide to the Black-Litterman model -- A demystification of the Black-Litterman model : managing quantitative and traditional portfolio construction -- Optimal portfolios from ordering information -- Some choices in forecast construction -- Bayesian analysis of the Black-Scholes option price -- Bayesian forecasting of options prices: a natural framework for pooling historical and implied volatility information -- Robust optimization for utilizing forecasted returns in institutional investment -- Cross-sectional stock returns in the UK market : the role of liquidity risk -- The information horizon- optimal holding period, strategy aggression and model combination in a multi-horizon framework -- Optimal forecasting horizon for skilled investors -- Investments as bets in the binomial asset pricing model -- The hidden binomial economy and the role of forecasts in determining prices.…”
An electronic book accessible through the World Wide Web; click to view

Recovering from the global financial crisis achieving financial stability in times of uncertainty / by Ojo, Marianne

Table of Contents: “…Great expectations, predictable outcomes, and the G20's response to the recent global financial crisis: when matters relating to liquidity risks become equally as important as measures addressing procyclicality -- 2. …”
An electronic book accessible through the World Wide Web; click to view

Recovering from the global financial crisis achieving financial stability in times of uncertainty / by Ojo, Marianne

Table of Contents: “…Great expectations, predictable outcomes, and the G20's response to the recent global financial crisis: when matters relating to liquidity risks become equally as important as measures addressing procyclicality -- 2. …”
An electronic book accessible through the World Wide Web; click to view

Contemporary Islamic finance innovations, applications, and best practices /

Table of Contents: “…Ghias -- Managing liquidity risk in Islamic finance / Dr. Mohammed Bashir -- Elements of Islamic wealth management / Paul Wouters -- Sukak and the Islamic capital markets : an introduction / Michael J.T. …”
An electronic book accessible through the World Wide Web; click to view

Contemporary Islamic finance innovations, applications, and best practices /

Table of Contents: “…Ghias -- Managing liquidity risk in Islamic finance / Dr. Mohammed Bashir -- Elements of Islamic wealth management / Paul Wouters -- Sukak and the Islamic capital markets : an introduction / Michael J.T. …”
An electronic book accessible through the World Wide Web; click to view

The international financial crisis have the rules of finance changed? /

Table of Contents: “…Steel -- Banking on the state / Piergiorgio Alessandri and Andrew G. Haldane -- Liquidity risk and central bank actions during the 2007-2009 crisis / Francesco Papadia and Tuomas Välimäki -- The role of the state in a crisis / Phillip L. …”
An electronic book accessible through the World Wide Web; click to view

The international financial crisis have the rules of finance changed? /

Table of Contents: “…Steel -- Banking on the state / Piergiorgio Alessandri and Andrew G. Haldane -- Liquidity risk and central bank actions during the 2007-2009 crisis / Francesco Papadia and Tuomas Välimäki -- The role of the state in a crisis / Phillip L. …”
An electronic book accessible through the World Wide Web; click to view