Rethinking valuation and pricing models lessons learned from the crisis and future challenges / edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou.

Other author Wehn, Carsten S.
Other author Hoppe, Christian.
Other author Gregoriou, Greg N., 1956-
Format Electronic
Publication InfoOxford, UK : Elsevier/Academic Press,
Descriptionxxxiii, 622 p. : ill. ; 25 cm.
Supplemental ContentFull text available from eBook - Finance 2012 [EBCF12]
Subjects
Corporations--Valuation.
Corporations--Finance. --Mathematical models.
Valuation--Econometric models.
Prices--Econometric models.

Contents "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."
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Genre/formElectronic books.
LCCN 2012406955
ISBN9780124158757 (hbk.)
ISBN0124158757 (hbk.)

Availability

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Electronic Resources Access Content Online ✔ Available