Market Liquidity Risk

Implications for Asset Pricing, Risk Management, and Financial Regulation

Andria van der Merwe (Autor)

Buch | Hardcover

200 Seiten

2015
Palgrave Macmillan (Verlag)
978-1-137-39044-8 (ISBN)

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Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market frictions and information asymmetries. This is essential reading for anyone with a current or future interest in liquidity models, market structures, and trading mechanisms.

Andria van der Merwe is a Senior Economist for Compass Lexecon and an Adjunct Professor at the Illinois Institute of Technology's Stuart School of Business, USA.

1. Musings on Liquidity 2. Financial Crises and Liquidity Traffic Jams 3. Market Structures and Institutional Arrangements of Trading 4. Asset Pricing and Liquidity Models 5. Stories of Liquidity and Credit 6. Financial Regulation and Liquidity Risk Management

Erscheint lt. Verlag	21.7.2015
Zusatzinfo	XIV, 200 p.
Verlagsort	Basingstoke
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Naturwissenschaften
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen
	Wirtschaft ► Betriebswirtschaft / Management ► Unternehmensführung / Management
ISBN-10	1-137-39044-1 / 1137390441
ISBN-13	978-1-137-39044-8 / 9781137390448
Zustand	Neuware