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Rethinking valuation and pricing models : lessons learned from the crisis and future challenges /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Wehn, Carsten S., Hoppe, Christian, Gregoriou, Greg N., 1956-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Oxford ; Waltham, MA : Academic Press, ©2013.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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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. 
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