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Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges

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Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges - Wehn, Carsten (Editor), and Hoppe, Christian (Editor), and Gregoriou, Greg N (Editor)
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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 ...

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Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges 2012, Academic Press

ISBN-13: 9780124158757

Hardcover