Measuring and managing liquidity risk

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practica...

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Detalles Bibliográficos
Otros Autores: Castagna, Antonio, author (author), Fede, Francesco, author
Formato: Libro electrónico
Idioma:Inglés
Publicado: Chichester, [England] : Wiley 2013.
Edición:1st edition
Colección:Wiley finance series.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009631831106719
Tabla de Contenidos:
  • pt. I. Liquidity and banking activity
  • pt. II. Tools to manage liquidity risk
  • pt. III. Pricing liquidity risk.