Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges Contributor(s): Wehn, Carsten (Editor), Hoppe, Christian (Editor), Gregoriou, Greg N. (Editor) |
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ISBN: 0124158757 ISBN-13: 9780124158757 Publisher: Academic Press OUR PRICE: $89.96 Product Type: Hardcover - Other Formats Published: November 2012 |
Additional Information |
BISAC Categories: - Business & Economics | Finance - General - Business & Economics | Banks & Banking |
Dewey: 332.632 |
LCCN: 2012406955 |
Physical Information: 1.7" H x 7.7" W x 9.3" (3.20 lbs) 652 pages |
Descriptions, Reviews, Etc. |
Publisher Description: 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. |