Risk finance and asset pricing: value, measurements, and markets
Material type:
TextOriginal language: Spanish Publisher: New Jersey ; John Wiley & Sons ; 2010Description: 456 pISBN: 978-0-470-54946-9Subject(s): Gestión de riesgos financieros | Finanzas | Ingeniería financiera | Inversiones | Modelos matemáticosLOC classification: HG/176.7/T37/2010
Contents:
Contiene: 1. Risk, finance, corporate management, and society.- 2. Applied finance.- 3. Risk masurement and volatility.- 4. Risk finance modeling and dependence.- 5. Risk, value, and financial prices.- 6. Applied utility finance.- 7. Derivative finance and complete markets.- 8. Options applied.- 9. Credit scoring and the price of credit risk.- 10. Mukti-name and structured credit risk portfolios.- 11. Engineered implied volatility and implied risk-neutral distributions.
| Item type | Current location | Call number | Status | Date due | Barcode |
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Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/176.7/T37/2010 (Browse shelf) | Available | 00003111 |
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| HG/4551/D73/2010 Invierta y hágase rico en la Bolsa | HG/4026/W47F/1995/v.II Finanzas en administración (II) | KJE/2045/S26/2009 European economic law | HG/176.7/T37/2010 Risk finance and asset pricing: value, measurements, and markets | HG/4915/B37/2009 Stock market efficiency, insider dealing and market abuse | KD/1774/S92/2010 Market abuse regulation | HG/4529/K57/2011 Technical analysis: the complete resource for financial market technicians |
Contiene: 1. Risk, finance, corporate management, and society.- 2. Applied finance.- 3. Risk masurement and volatility.- 4. Risk finance modeling and dependence.- 5. Risk, value, and financial prices.- 6. Applied utility finance.- 7. Derivative finance and complete markets.- 8. Options applied.- 9. Credit scoring and the price of credit risk.- 10. Mukti-name and structured credit risk portfolios.- 11. Engineered implied volatility and implied risk-neutral distributions.
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