Market Liquidity Risk Implications for Asset Pricing, Risk Management, and Financial Regulation
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.
Keywords
Business & EconomicsAccountingCorporate FinanceFinanceFinancial Risk ManagementIndustriesFinancial ServicesManagementMathematicsGame Theory
2015Book
Author(s)Andria Van der Merwe
PublisherPalgrave Macmillan US
ISBN9781137390448
LanguageEnglish
