Detalles del Título
Detalles del Título

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Título Macrofinancial risk analysisLibros / Impreso - Libros
Autor(es) Gray, Dale, 1953- (Autor)
Malone, Samuel W. (Autor)
Merton, Robert C. (Introductor/Prologista)
Publicación Chichester, West Sussex, U.K. ; Hoboken, New Jersey : John Wiley & Sons, ©2008
Descripción Física xvii, 342 páginas : ilustraciones ; 25 cm.
Idioma Inglés;
Series Wiley finance series
ISBN 0470058315
Clasificación(es) 339
CONTABLE Y FINANCIERA
Materia(s) Macroeconomía; Administración de riesgos;
Nota(s) Incluye referencias bibliográficas e índice.
CONTENIDO: Overview of finance, macroeconomics, and risk concepts -- An overview of macroeconomics, and why the theory of asset pricing and contingent claims should shape its future -- Macroeconomic models -- Stochastic processes, asset pricing, and option pricing -- Balance sheets, implicit options, and contingent claims analysis -- Further extensions and applications of contingent claims analysis -- The macrofinance modeling framework -- The macrofinance modeling framework: a closer look at the sovereign CCA balance sheet -- The macrofinance modeling framework: linking interest rate models in finance and macroeconomics -- Macrofinance modeling framework: financial sector risk and stability analysis -- Macrofinancial modeling framework: extensions to different exchange rate regimes -- Linking macrofinancial and macroeconomic frameworks -- Sovereign reserve, debt, and wealth management fro a macrofinancial risk perspective -- Microfinancial modeling framework: relationship to accounting balance sheets and the flow of funds -- Macrofinancial risk framework lindked to macroeconomic models -- Crisis and distress in economies -- Macroeconomic models vs. crisis modes: why nonlinearity matters -- Sensitivity analysis, destabilization mechanisms, and financial crises -- The case of Thailand, 1996-1999 -- The Brazil crisis 2002-2003 -- Macrofinancial model applications and analytical issues -- International shocks, risk transmission, and crisis prevention: Backdrop for understanding the 2007-2008 global financial credit turmoil -- Macro risk management: ways to mitigate, control, and transfer risk in the economy -- Integrated framework for corporate and sovereign relative value and capital structure arbitrage -- Conclusions and new directions for macrofinance.
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105437Biblioteca Universidad Icesi3339/G778mDisponibleCol. General