Wehn / Hoppe / Gregoriou Rethinking Valuation and Pricing Models

Lessons Learned from the Crisis and Future Challenges
1. Auflage 2012
ISBN: 978-0-12-415888-7
Verlag: Elsevier Science & Techn.
Format: EPUB
Kopierschutz: 6 - ePub Watermark

E-Book, Englisch, 652 Seiten

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.ÿ This single volume provides a guide to lessons learned for practitioners and a reference for academics.ÿÿIncluding reviews of traditional approaches,ÿreal 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.ÿ 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 issues - Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment - Presents material in a homogenous, practical, clear, and not overly technical manner

Autoren/Hrsg.

Wehn, Carsten

Hoppe, Christian

Gregoriou, Greg N.