Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges (Hardcover) (ISBN-13: 9780124158757)

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.

Author: Carsten Wehn
ISBN-10: 0124158757
ISBN-13: 9780124158757
Publisher: Academic Press
Language: English
Published: 11/08/2012
Pages: 652
Format: Hardcover
Weight: 3.20lbs
Size: 9.30h x 7.70w x 1.70d