Oliviero Roggi: 2 books

Book cover of Managing and Measuring Risk

Managing and Measuring Risk

Emerging Global Standards and Regulations After the Financial Crisis

by Oliviero Roggi, Edward I Altman
Language: English
Release Date: February 20, 2013

This edited volume presents the most recent achievements in risk measurement and management, as well as regulation of the financial industry, with contributions from prominent scholars and practitioners such as Robert Engle, 2003 Nobel Laureate in Economics, Viral Acharya, Torben Andersen, Zvi Bodie,...
Book cover of Risk, Value and Default
by Oliviero Roggi
Language: English
Release Date: July 30, 2015

Scholars and practitioners have known for a long time that risk plays an important, indeed central, role in determining the appropriate discount rate to be used in a sophisticated valuation model. In today's world, however, the very risk of survival, especially for financial institutions, is essential...
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