Andria van der Merwe

Market Liquidity Risk (eBook, PDF)

Implications for Asset Pricing, Risk Management, and Financial Regulation

• Format: PDF

Produktbeschreibung

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.

Produktdetails

• Verlag: Palgrave Macmillan US
• Erscheinungstermin: 12. Januar 2016
• Englisch
• ISBN-13: 9781137389237
• Artikelnr.: 44919901

Autorenporträt

Andria van der Merwe is a Senior Economist for Compass Lexecon and an Adjunct Professor at the Illinois Institute of Technology's Stuart School of Business, USA.

Inhaltsangabe

1. Musings on Liquidity 2. Financial Crises and Liquidity Traffic Jams 3. Market Structures and Institutional Arrangements of Trading 4. Asset Pricing and Liquidity Models 5. Stories of Liquidity and Credit 6. Financial Regulation and Liquidity Risk Management