Market Liquidity Risk
Implications for Asset Pricing, Risk Management, and Financial Regulation
Contenu
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.
Informations bibliographiques
janvier 2016, Anglais
PALGRAVE MACMILLAN
9781137389237