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...
Otros Autores: | , |
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Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
Chichester, [England] :
Wiley
2013.
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Edición: | 1st edition |
Colección: | Wiley finance series.
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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.