Market Liquidity Risk
Implications for Asset Pricing, Risk Management and Financial Regulation
Published on 14. January 2014
Book
Paperback/Softback
200 pages
978-1-349-67863-1 (ISBN)
Description
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.
More details
Edition
2015 ed.
Language
English
Place of publication
New York
United States
Product notice
Paperback (trade)
Unsewn / adhesive bound
Illustrations
Bibliography
Dimensions
Height: 235 mm
Width: 155 mm
ISBN-13
978-1-349-67863-1 (9781349678631)
DOI
10.1057/9781137389237
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Andria van der Merwe
Market Liquidity Risk
Implications for Asset Pricing, Risk Management, and Financial Regulation
Book
07/2015
Palgrave MacMillan
€53.49
Shipment within 10-20 days
Persons
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.
Content
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