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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...
| Cote: | Libro Electrónico |
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| Autres auteurs: | , , |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Oxford ; Waltham, MA :
Academic Press,
�2013.
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| Sujets: | |
| Accès en ligne: | Texto completo |
| Résumé: | 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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| Description: | Includes index. Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). |
| Description matérielle: | 1 online resource |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780124158887 0124158889 |