Asset bubbles and contagion have had a profound effect on the financial markets after the financial and sovereign debt crises. This book takes a quantitative approach to examining these phenomena and will appeal to practitioners who need to understand the repercussions of these events on trading...

How should investors manage portfolios during crises? This question has surfaced since the 2008 global financial crisis, which is the latest of a series of shocks that began in the early 1970s. While crisis situations offer opportunities to outperform markets or to be engulfed by them, little...

Nowadays remembered mostly through Adam Smith’s references to the short-lived Ayr Bank in the Wealth of Nations, the 1772-3 financial crisis was an important historical episode in its own right, taking place during a pivotal period in the development of financial capitalism and coinciding with...

Emerging markets have received a particular attention of academic researchers and practitioners since they decided to open their domestic capital markets to foreign participants about three decades ago. At the same time, we remark that theoretical and empirical research in emerging stock markets...

This handbook examines the latest techniques and strategies that are used to unlock the risk transfer capacity of global financial and capital markets. Taking the financial crisis and global recession into account, it frames and contextualises non-traditional risk transfer tools created over the...

1 Introduction -- 2 General Issues in Bankruptcy Law -- 3 Are Banks Special? Implications for Bank Bankruptcy Law -- 4 Systemic Crises -- 5 General Issues on the structure of Banking Industry -- 6 Current Bank Bankruptcy Regimes and Recent Developments -- 7 Optimal Design of Bank Bankruptcy Law...

Risk: The Convergence -- Risk Management Everywhere -- Probability Elements: An Applied Refresher -- Multivariate Probability Distributions: Applications and Risk Models -- Temporal Risk Processes -- Risk Measurement -- Risk Valuation -- Risk Economics and the Extended CCAPM -- Risk Pricing...

Um das Thema Risikomanagement aufzuarbeiten, benötigt man Bestandteile der Versicherungsbetriebslehre, des Finanzmanagements und der Statistik. Dieses Buch soll einen Überblick über sämtliche Grundlagen verschaffen: angefangen bei den mathematischen Begriffen und Methoden über die...