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.

Saved in:
Bibliographic Details
Published: Oxford ; Waltham, MA : Academic Press, 2013.
Online Access:
Other Authors:
Subjects:
Format: Electronic eBook

MARC

LEADER 00000cam a2200000Ia 4500
001 3055430
005 20210705132300.0
006 m o d
007 cr cnu---unuuu
008 121025s2013 enk ob 001 0 eng d
035 |a ocn814380385 
097 |3 Bib#:  |a 3055430 
020 |a 9780124158887  |q (electronic bk.) 
020 |a 0124158889  |q (electronic bk.) 
037 |a CL0500000226  |b Safari Books Online 
037 |a 9C5AE4F1-5E88-4CB7-A1AF-BFC079A5872D  |b OverDrive, Inc.  |n http://www.overdrive.com 
040 |a OPELS  |b eng  |e pn  |c OPELS  |d N$T  |d YDXCP  |d IDEBK  |d UMI  |d TEFOD  |d UIU  |d OCLCO  |d TEFOD  |d OCLCQ  |d OCLCO  |d OCLCQ  |d OCLCF  |d U3W  |d WYU  |d TKN  |d LEAUB  |d AU@ 
050 4 |a HF 5681 .V3 
082 0 4 |a 332.63/221  |2 23 
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 https://go.openathens.net/redirector/canterbury.ac.nz?url=https://www.sciencedirect.com/science/book/9780124158757  |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. 
999 f f |i 26d1e1e3-8835-5faf-8e86-3211b1c3dbb4  |s 25b7c884-d34d-5ac3-8cdf-ca872c3f0b7b  |t 0