Screen LibraryRethinking valuation and pricing models : lessons learned from the crisis and future challenges /
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...
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| Corporate Authors: | |
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| Group Author: | ; ; |
| Published: |
Academic Press,
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| Publisher Address: | Oxford ; Waltham, MA : |
| Publication Dates: | 2013. |
| Literature type: | eBook |
| Language: | English |
| Subjects: | |
| Online Access: |
http://www.sciencedirect.com/science/book/9780124158757 |
| Summary: |
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 issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner. |
| Item Description: | Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). |
| Carrier Form: | 1 online resource (622 pages) : illustrations (some color) |
| Bibliography: |
Includes bibliographcal references and index. Includes bibliographical references and index. |
| ISBN: |
9780124158887 0124158889 |
| Index Number: | HF5681 |
| CLC: | F272.5 |