Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation

van der Merwe, Andria

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.

Details

Published by: Palgrave Macmillan

Publication Date: 2015-07-21

Format: Hardcover

ISBN-13: 9781137390448

DOI: 10.1057/9781137389237

Dimensions: 235cm x155cm

Pages: 200