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


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245 0 0 |a Rethinking valuation and pricing models  |h [electronic resource] :  |b lessons learned from the crisis and future challenges /  |c edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou. 
260 |a Oxford ;  |a Waltham, MA :  |b Academic Press,  |c 2013. 
300 |a 1 online resource (xxxiii, 622 p.) :  |b ill. 
520 |a 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. 
504 |a Includes bibliographical references and index. 
650 0 |a Valuation  |x Econometric models. 
650 0 |a Prices  |x Econometric models. 
700 1 |a Wehn, Carsten S. 
700 1 |a Hoppe, Christian. 
700 1 |a Gregoriou, Greg N.,  |d 1956- 
776 0 |i Print version:  |z 9780124158757 
856 4 0 |u  |y Connect to electronic resource  |t 0 
942 |a 05072021 
991 |a 2021-07-05 
992 |a Created by sico, 05/07/2021. Updated by sico, 05/07/2021. 
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