Measuring and Managing Liquidity Risk
|Publication Date:||Sep 2013|
| Publisher:||John Wiley & Sons, Incorporated|
| Book Format:||Ebook|
|List Price:||Contact Supplier contact
| Book Description: |A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk
Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest...