Abstract

http://ssrn.com/abstract=1469786
 


 



Risk Management and Value: Valuation and Asset Pricing


Mondher Bellalah


Universite de Cergy-Pontoise

Jean-Luc Prigent


University of Cergy-Pontoise - ThEMA

Jean-Michel Sahut


IPAG Business School

February 28, 2008

World Scientific Studies in International Economics, Vol. 3

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.

The second half of the book is dedicated to the banking industry, banking competition on the credit market, banking risk and distress, market valuation, managerial risk taking, and value in the ICT activity. With its inclusion of new concepts and recent literature, academics and risk managers will want to read this book.

Number of Pages in PDF File: 2

Keywords: Risk, Value, Management, Derivatives

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Date posted: September 10, 2009  

Suggested Citation

Bellalah, Mondher and Prigent , Jean-Luc and Sahut, Jean-Michel, Risk Management and Value: Valuation and Asset Pricing (February 28, 2008). World Scientific Studies in International Economics, Vol. 3. Available at SSRN: http://ssrn.com/abstract=1469786

Contact Information

Mondher Bellalah (Contact Author)
Universite de Cergy-Pontoise ( email )
33 Boulevard du Port
Cergy-Pontoise Cedex, 95011
France
Jean-Luc Prigent
University of Cergy-Pontoise - ThEMA ( email )
33 boulevard du port
33 bd du Port
F-95011 Cergy CEDEX
France
Jean-Michel Sahut
IPAG Business School ( email )
184 BD Saint Germain
Paris, 75006
France
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