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Risk Management and Value:Valuation and Asset Pricing

Editor

Listed:
  • Mondher Bellalah
    (Université de Cergy-Pontoise, France)

  • Jean-Luc Prigent
    (Université de Cergy-Pontoise, France)

  • Jean-Michel Sahut
    (ESC Amiens, France)

  • Georges Pariente
    (Institut Supérieur de Commerce Paris, France)

  • Olivier Levyne
    (Institut Supérieur de Commerce Paris, France)

  • Michel Azaria
    (Institut Supérieur de Commerce Paris, France)

  • Annie Delienne
    (Université de Cergy-Pontoise, France)

Abstract
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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), 2008. "Risk Management and Value:Valuation and Asset Pricing," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6574, August.
    • Handle: RePEc:wsi:wsbook:6574
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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/6574
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    Cited by:

    1. Chaima Kouba & Anis Ben Amar & Maali Kachouri, 2024. "Earnings Management and Corporate Social Responsibility: Moderating Effect of Managerial Entrenchment Evidence from France," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(1), pages 60-86.

    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Risk; Value; Management; Derivatives;
    All these keywords.

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