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Rethinking Valuation and Pricing Models

Lessons Learned from the Crisis and Future Challenges

Gebonden Engels 2012 9780124158757
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780124158757
Taal:Engels
Bindwijze:Gebonden
Hoofdrubriek:Diversen, Economie

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Inhoudsopgave

<p>40 original chapters divided into these sections:</p> <p>1. Review of Traditional Approaches</p> <p>2. Valuing Equities and Equity Derivatives--Calculating Risks</p> <p>3. Valuing Interest Rate Derivatives and Debt Products--Calculating Risks</p> <p>4. Valuing Hybrid Products, Alternative Investments--Calculating Risks</p> <p>5. Investment Strategies and Asset Management--Combining the Results</p> <p>6. Putting a Global Perspective on New Valuation Aspects</p>

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        Rethinking Valuation and Pricing Models