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Market Liquidity Risk

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

1st Edition 2015th edition

Paperback (31 Dec 2013)

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Publisher's Synopsis

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.

About the Publisher

Palgrave Macmillan

From award-winning research which changes the world to textbooks and study guides which educate and inspire, we publish across the humanities, social sciences and business for academics, students, professionals and librarians worldwide.With offices in London and New York, and sales teams across 50 countries, we have a global reach and as part of Macmillan Science and Education, are proud to uphold an unbroken tradition of over 170 years of academic publishing.

Book information

ISBN: 9781349678631
Publisher: Palgrave Macmillan US
Imprint: Palgrave Macmillan
Pub date:
Edition: 1st Edition 2015th edition
Number of pages: 200
Weight: -1g
Height: 235mm
Width: 155mm