Rethinking Valuation and Pricing Models

Lessons Learned from the Crisis and Future Challenges

652 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Themen: Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management Finanz- und Rechnungswesen Finanzenwesen und Finanzindustrie Anlagen und Wertpapiere
• ISBN: 9780124158757
• Sprache: Englisch
• Erscheinungsdatum: 08.11.2012
• Größe: 244 x 195 mm
• Verlag: Elsevier Science
• Herausgegeben von: Greg N Gregoriou, Christian Hoppe, Carsten Wehn