Details

Title: Rethinking valuation and pricing models: lessons learned from the crisis and future challenges
Other creators: Wehn Carsten; Hoppe Christian; Gregoriou Greg N.
Imprint: Amsterdam [etc.]: Elsevier Ltd. (Academic Press), 2013
Collection: Электронные книги зарубежных издательств; Общая коллекция
Subjects: Эконометрика; ценообразование; финансы; оценки
LBC: 65.25с631
Document type: Other
File type: Other
Language: English
Rights: Доступ из локальной сети ФБ СПбПУ (чтение, печать, копирование)
Record key: RU\SPSTU\edoc\52725

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Annotation

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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