Rethinking valuation and pricing models [electronic resource] : lessons learned from the crisis and future challenges / edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou.

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Bibliographic Details
Published: Oxford ; Waltham, MA : Academic Press, 2013.
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Format: Electronic eBook
Summary:It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner.
Physical Description:1 online resource (xxxiii, 622 p.) : ill.
Other format:Print version: 9780124158757
Notes:Bib#: 3055430
Bibliography:Includes bibliographical references and index.