Rethinking Valuation and Pricing Models

Lessons Learned from the Crisis and Future Challenges

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Academic Press


Paru le : 2012-12-17



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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. - 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
Pages
652 pages
Collection
n.c
Parution
2012-12-17
Marque
Academic Press
EAN papier
9780124158757
EAN EPUB SANS DRM
9780124158887

Prix
80,13 €

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