Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges
- ISBN-10
- 0124158757
- ISBN-13
- 9780124158757
- Category
- Business & Economics
- Pages
- 658
- Language
- English
- Published
- 2012-11-08
- Publisher
- Academic Press
- Authors
- Greg N. Gregoriou, Christian Hoppe, Carsten Wehn
Description
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 issues Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment Presents material in a homogenous, practical, clear, and not overly technical manner
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