Rethinking 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...
Gespeichert in:
| Weitere beteiligte Personen: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Oxford ; Waltham, MA
Academic Press
2013
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| Schlagwörter: | |
| Links: | https://learning.oreilly.com/library/view/-/9780124158757/?ar |
| Zusammenfassung: | 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. |
| Beschreibung: | Includes index. - Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). - Includes bibliographical references and index. - Print version record |
| Umfang: | 1 Online-Ressource |
| ISBN: | 9780124158887 0124158889 9780124158757 |
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| spelling | Rethinking valuation and pricing models lessons learned from the crisis and future challenges edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou Oxford ; Waltham, MA Academic Press 2013 1 Online-Ressource Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier Includes index. - Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). - Includes bibliographical references and index. - Print version record 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. Valuation Econometric models Prices Econometric models Évaluation ; Modèles économétriques Prix ; Modèles économétriques BUSINESS & ECONOMICS ; Investments & Securities ; Stocks Prices ; Econometric models Wehn, Carsten S. MitwirkendeR ctb Hoppe, Christian MitwirkendeR ctb Gregoriou, Greg N. 1956- MitwirkendeR ctb |
| spellingShingle | Rethinking valuation and pricing models lessons learned from the crisis and future challenges Valuation Econometric models Prices Econometric models Évaluation ; Modèles économétriques Prix ; Modèles économétriques BUSINESS & ECONOMICS ; Investments & Securities ; Stocks Prices ; Econometric models |
| title | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_auth | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_exact_search | Rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_full | Rethinking valuation and pricing models lessons learned from the crisis and future challenges edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou |
| title_fullStr | Rethinking valuation and pricing models lessons learned from the crisis and future challenges edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou |
| title_full_unstemmed | Rethinking valuation and pricing models lessons learned from the crisis and future challenges edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou |
| title_short | Rethinking valuation and pricing models |
| title_sort | rethinking valuation and pricing models lessons learned from the crisis and future challenges |
| title_sub | lessons learned from the crisis and future challenges |
| topic | Valuation Econometric models Prices Econometric models Évaluation ; Modèles économétriques Prix ; Modèles économétriques BUSINESS & ECONOMICS ; Investments & Securities ; Stocks Prices ; Econometric models |
| topic_facet | Valuation Econometric models Prices Econometric models Évaluation ; Modèles économétriques Prix ; Modèles économétriques BUSINESS & ECONOMICS ; Investments & Securities ; Stocks Prices ; Econometric models |
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