Rethinking Valuation and Pricing Models

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  • ISBN: 9780124158757
Sold By: Prior Books Total Items: 86009

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.

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