Market Liquidity Risk [electronic resource] : Implications for Asset Pricing, Risk Management, and Financial Regulation /
van der Merwe, Andria.author.
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.
Description based upon print version of record.
Includes bibliographical references and index.
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.
Musings on liquidity -- Financial crises and liquidity traffic jams -- Market structures and institutional arrangements of trading -- Asset pricing and liquidity models -- Stories of liquidity and credit -- Financial regulation and liquidity risk management.
Accounting.
Bookkeeping .
Business enterprises—Finance.
Risk management.
Investment banking.
Securities.
Accounting/Auditing.
Business Finance.
Risk Management.
Investments and Securities.