Risk Management and Value: Valuation and Asset Pricing

World Scientific Studies in International Economics, Vol. 3

2 Pages Posted: 10 Sep 2009  

Mondher Bellalah

Universite de Cergy-Pontoise; ISC Paris School of Management

Jean-Luc Prigent

University of Cergy-Pontoise - ThEMA

Jean-Michel Sahut

IPAG Business School

Date Written: February 28, 2008

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.

Keywords: Risk, Value, Management, Derivatives

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: https://ssrn.com/abstract=1469786

Mondher Bellalah (Contact Author)

Universite de Cergy-Pontoise ( email )

33 Boulevard du Port
Cergy-Pontoise Cedex, Cedex 95011
France

ISC Paris School of Management

22, Boulevard du Fort de Vaux
Paris, 75848
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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