Andria Van Der Merwe: 2 books
Market Liquidity Risk
Implications for Asset Pricing, Risk Management, and Financial Regulation
Language: English
Release Date: January 12, 2016
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.
Credit Default Swaps
Mechanics and Empirical Evidence on Benefits, Costs, and Inter-Market Relations
Language: English
Release Date: July 12, 2018
This book, unique in its composition, reviews the academic empirical literature on how CDSs actually work in practice, including during distressed times of market crises. It also discusses the mechanics of single-name and index CDSs, the theoretical costs and benefits of CDSs, as well as comprehensively...