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

Couverture rigide

ISBN 10 : 0124158757 ISBN 13 : 9780124158757

Editeur : Academic Press Inc, 2012

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. 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.

A propos du livre

À propos de l?auteur

Head of the risk modelling team at DekaBank, Frankfurt, Germany. He is responsible for development and validation of internal portfolio models for measuring and managing credit risk. Christian Hoppe is the Head of Credit Solutions at Commerzbank, Frankfurt, Germany, and the founder of Anleihen Finder GmbH. Greg N. Gregoriou is Professor of Finance in the School of Business and Economics at State University of New York at Plattsburgh. He is co-editor of the Journal of Derviatives and Hedge Funds and edited "Fund of Hedge Funds" (Elsevier, 2006) among others.

Détails de l'édition

• Éditeur: Academic Press Inc
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 0124158757
• ISBN 13: 9780124158757
• Reliure: Relié
• Nombre de pages: 652
• Éditeur: Wehn Carsten, Hoppe Christian, Gregoriou Greg N.
• Coordonnées du fabricant: non disponible
• Personne responsable: Yeepin GmbH; 492000000000; sunshine12232@outlook.com; ; Alleestr.11; Kaiserslautern; Rheinland-Pfalz; 67655; Allemagne