Market Liquidity Risk

Implications for Asset Pricing, Risk Management and Financial Regulation

Merwe Van Der Cornelius, Andria van der Merwe (Autoren)

Buch | Softcover

200 Seiten

2014 | 2015 ed.
Palgrave Macmillan (Verlag)
978-1-349-67863-1 (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

Erscheinungsdatum	26.05.2016
Zusatzinfo	Bibliography
Sprache	englisch
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Rechnungswesen / Bilanzen
Schlagworte	Asset Pricing • Financial Crisis • Funding • Information • Information Processing • Interest • liquidity • Management • Market Structure • Pricing • Regulation • Research • Risk Management • Trading • Traffic
ISBN-10	1-349-67863-5 / 1349678635
ISBN-13	978-1-349-67863-1 / 9781349678631
Zustand	Neuware