Rethinking valuation and pricing models:lessons learned from the crisis and future challenges
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Group Author: | ; ; |
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Published: |
Elsevier/Academic Press,
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Publisher Address: | Oxford, UK |
Publication Dates: | 2013. |
Literature type: | Book |
Language: | English |
Subjects: | |
Carrier Form: | xxxiii, 622 p.: graphs, tables ; 25 cm. |
ISBN: |
9780124158757 (hbk.) 0124158757 (hbk.) |
Index Number: | F275 |
CLC: | F275.5-32 |
Call Number: | F275.5-32/R438 |
Contents: |
Includes bibliographical references and index. "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 appr 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 appro |