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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford ; Waltham, MA :
Academic Press,
�2013.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |z 0124158757 | ||
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| 245 | 0 | 0 | |a Rethinking valuation and pricing models : |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 | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 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. | ||
| 500 | |a Includes index. | ||
| 500 | |a Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). | ||
| 588 | 0 | |a Print version record. | |
| 504 | |a Includes bibliographical references and index. | ||
| 650 | 0 | |a Valuation |x Econometric models. | |
| 650 | 0 | |a Prices |x Econometric models. | |
| 650 | 6 | |a �Evaluation |0 (CaQQLa)201-0019368 |x Mod�eles �econom�etriques. |0 (CaQQLa)201-0380695 | |
| 650 | 6 | |a Prix |0 (CaQQLa)201-0062459 |x Mod�eles �econom�etriques. |0 (CaQQLa)201-0380695 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x Stocks. |2 bisacsh | |
| 650 | 7 | |a Prices |x Econometric models |2 fast |0 (OCoLC)fst01076211 | |
| 700 | 1 | |a Wehn, Carsten S. | |
| 700 | 1 | |a Hoppe, Christian. | |
| 700 | 1 | |a Gregoriou, Greg N., |d 1956- | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780124158757 |z Texto completo |