| Description |
1 online resource |
| Summary |
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. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner. |
| Note |
Includes index. |
|
Title from publisher's Web site; (ScienceDirect; viewed on Oct. 25, 2012). |
| Bibliography |
Includes bibliographical references and index. |
| Subject |
Valuation -- Econometric models.
|
|
Prices -- Econometric models.
|
|
Évaluation -- Modèles économétriques. |
|
Prix -- Modèles économétriques. |
|
Prices -- Econometric models |
| Added Author |
Wehn, Carsten S.
|
|
Hoppe, Christian.
|
|
Gregoriou, Greg N., 1956-
|
| ISBN |
9780124158887 (electronic bk.) |
|
0124158889 (electronic bk.) |
|
More Resources