van der Merwe Market Liquidity Risk

Implications for Asset Pricing, Risk Management, and Financial Regulation
1. Auflage 2016
ISBN: 978-1-137-38923-7
Verlag: Palgrave Macmillan US
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 211 Seiten

Reihe: Economics and Finance (R0)

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.

Zielgruppe

Research

Autoren/Hrsg.

van der Merwe, Andria

Inhaltsverzeichnis

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

Über Autor(innen)

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.