Samhälle & debatt
Rethinking Valuation and Pricing Models
Carsten Wehn • Christian Hoppe • Greg N Gregoriou • Greg N Gregoriou
Inbunden
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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.
- Format: Inbunden
- ISBN: 9780124158757
- Språk: Engelska
- Antal sidor: 652
- Utgivningsdatum: 2012-11-13
- Förlag: Elsevier Science Publishing Co Inc