Rethinking Valuation and Pricing Models (BOK)

Carsten Wehn

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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. This title: 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; and, presents material in a homogenous, practical, clear, and not overly technical manner.

Produktfakta

Språk Engelsk Engelsk Innbinding Innbundet
Utgitt 2012 Forfatter Carsten Wehn
Forlag
Elsevier Science & Technology
ISBN 9780124158757
Antall sider 652 Dimensjoner 19,8cm x 24,3cm x 4,5cm
Vekt 1490 gram Leverandør Bertram Trading Ltd
Andre medvirkende Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou