Rethinking Valuation and Pricing Models : Lessons Learned from the Crisis and Future Challenges
Overview
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.
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Details
- ISBN-13: 9780124158757
- ISBN-10: 0124158757
- Publisher: Academic Press
- Publish Date: November 2012
- Dimensions: 9.3 x 7.7 x 1.7 inches
- Shipping Weight: 3.2 pounds
- Page Count: 652
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