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Item Details
Title:
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RETHINKING VALUATION AND PRICING MODELS
LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES |
By: |
Carsten S. Wehn (Editor), Christian Hoppe (Editor), Greg N. Gregoriou (Editor) |
Format: |
Hardback |

List price:
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£68.99 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
0124158757 |
ISBN 13: |
9780124158757 |
Publisher: |
ELSEVIER SCIENCE PUBLISHING CO INC |
Pub. date: |
8 November, 2012 |
Pages: |
652 |
Description: |
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 title provides a guide to lessons learned for practitioners and a reference for academics. |
Synopsis: |
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. |
Publication: |
US |
Imprint: |
Academic Press Inc |
Returns: |
Returnable |
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