Risk Management and Value：Valuation and Asset Pricing
Editors
Mondher Bellalah
Université de Cergy-Pontoise, France
Jean-Luc Prigent
Université de Cergy-Pontoise, France
Jean-Michel Sahut
ESC Amiens, France
Associate Editors
Georges Pariente
Institut Supérieur de Commerce Paris, France
Olivier Levyne
Institut Supérieur de Commerce Paris, France
Michel Azaria
Institut Supérieur de Commerce Paris, France
Annie Delienne
Université de Cergy-Pontoise, France
Introduction ix
Chapter 1. Managing Derivatives in the Presence of a Smile Effect and Incomplete Information 1
Mondher Bellalah
Chapter 2. A Value-at-Risk Approach to Assess Exchange
Risk Associated to a Public Debt Portfolio:The Case of a Small Developing Economy 11
……
Chapter 23. Option Market Microstructure 581
Jean-Michel Sahut
Chapter 24. Does the Standardization of Business Processes Improve Management? The Case of Enterprise Resource Planning Systems 601
Tawhid Chtioui
Chapter 25. Does Macroeconomic Transparency Help Governments be Solvent? Evidence from Recent Data 615
Ramzi Mallat and Duc Khuong Nguyen
Index 633