Risk management and value : (notice n° 17416)
| 000 -LEADER | |
|---|---|
| fixed length control field | 04435nam a2200301 u 4500 |
| 001 - CONTROL NUMBER | |
| control field | UNI0000330 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161124103820.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130823s2008 XX eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9789812770738 (hardcover) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9812770739 (hardcover) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DCLC |
| 040 ## - CATALOGING SOURCE | |
| Modifying agency | IMIST |
| Description conventions | AFNOR |
| 041 1# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 658.155 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bellalah, Mondher. |
| 245 #0 - TITLE STATEMENT | |
| Title | Risk management and value : |
| Remainder of title | valuation and asset pricing |
| Statement of responsibility, etc | Mondher Bellalah, Jean-Luc Prigent, & Jean-Michel Sahut, Mondher Bellalah, Jean-Luc Prigent, & Jean-Michel Sahut. |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 1st ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | [S.l.] |
| Name of publisher, distributor, etc | World Scientific Publishing Company |
| Date of publication, distribution, etc | 2008. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 644 p. |
| Dimensions | 24 cm. |
| 490 1# - SERIES STATEMENT | |
| Series statement | World scientific studies in international economics. |
| 500 ## - GENERAL NOTE | |
| General note | 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 valuation of financial assets are further studied in detail. The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book. Contents: Managing Derivatives in the Presence of a Smile Effect and Incomplete Information (M Bellalah); A Value-at-Risk Approach to Assess Exchange Risk Associated to a Public Debt Portfolio: The Case of a Small Developing Economy (W Ajili); A Method to Find Historical VaR for Portfolio that Follows S&P CNX Nifty Index by Estimating the Index Value (K V N M Ramesh); Some Considerations on the Relationship between Corruption and Economic Growth (V Dragota et al.); Financial Risk Management by Derivatives Caused from Weather Conditions: Its Applicability for T�rkiye (T �zkan); The Basel II Framework Implementation and Securitization (M-F Lamy); Stochastic Time Change, Volatility, and Normality of Returns: A High-Frequency Data Analysis with a Sample of LSE Stocks (O Borsali & A Zenaidi); The Behavior of the Implied Volatility Surface: Evidence from Crude Oil Futures Options (A Bouden); Procyclical Behavior of Loan Loss Provisions and Banking Strategies: An Application to the European Banks (D D Dinamona); Market Power and Banking Competition on the Credit Market (I Lapteacru); Early Warning Detection of Banking Distress Is Failure Possible for European Banks? (A Naouar); Portfolio Diversification and Market Share Analysis for Romanian Insurance Companies (M Dragota et al.); On the Closed-End Funds Discounts/Premiums in the Context of the Investor Sentiment Theory (A P C do Monte & M J da Rocha Armada); Why has Idiosyncratic Volatility Increased in Europe? (J-E Palard); Debt Valuation, Enterprise Assessment and Applications (D Vanoverberghe); Does The Tunisian Stock Market Overreact? (F Hammami & E Abaoub); Investor-Venture Capitalist Relationship: Asymmetric Information, Uncertainty, and Monitoring (M Cherif & S Sraieb); Threshold Mean Reversion in Stock Prices (F Jawadi); Households' Expectations of Unemployment: New Evidence from French Microdata (S Ghabri); Corporate Governance and Managerial Risk Taking: Empirical Study in the Tunisian Context (A B Aroui & F W B M Douagi); Nonlinearity and Genetic Algorithms in the Decision-Making Process (N Hachicha & A Bouri); ICT and Performance of the Companies: The Case of the Tunisian Companies (J Ziadi); Option Market Microstructure (J-M Sahut); Does the Standardization of Business Processes Improve Management? The Case of Enterprise Resource Planning Systems (T Chtioui); Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data (R Mallat & D K Nguyen). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Risk management |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Bellalah, Mondher. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Prigent, Jean-Luc. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Prigent, Jean-Luc. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sahut, & Jean-Michel. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Sahut, & Jean-Michel. |
| Withdrawn status | Lost status | Damaged status | Not for loan | Permanent Location | Current Location | Date acquired | Inventory number | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
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| La bibliothèque des Sciences Juridiques, Economiques et de Gestion | La bibliothèque des Sciences Juridiques, Economiques et de Gestion | 18028 | 658.155 BEL | 0000000018441 | 11/24/2016 | 11/24/2016 | Livre |