Market Liquidity Risk Implications for Asset Pricing, Risk Management, and Financial Regulation

Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market frictions and information asymmetries. This is essential reading for anyone with a current or future interest in liquidity models, market str...

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Detalles Bibliográficos
Autor principal: Merwe, Andria van der (-)
Autor Corporativo: SpringerLink (-)
Formato: Libro electrónico
Idioma:Inglés
Publicado: New York : Palgrave Macmillan US : Imprint: Palgrave Macmillan 2015.
Colección:Springer eBooks.
Acceso en línea:Conectar con la versión electrónica
Ver en Universidad de Navarra:https://innopac.unav.es/record=b36161329*spi
Descripción
Sumario:Andria van der Merwe provides a thorough guide to the critical tools needed to navigate liquidity markets and value security pricing in the presence of market frictions and information asymmetries. This is essential reading for anyone with a current or future interest in liquidity models, market structures, and trading mechanisms.
Descripción Física:XIV, 200 p.
Formato:Forma de acceso: World Wide Web.
ISBN:9781137389237