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Rethinking Valuation and Pricing Models

Lessons Learned from the Crisis and Future Challenges

  • 1st Edition - November 8, 2012
  • Editors: Carsten Wehn, Christian Hoppe, Greg N. Gregoriou
  • Language: English
  • Hardback ISBN:
    9 7 8 - 0 - 1 2 - 4 1 5 8 7 5 - 7
  • eBook ISBN:
    9 7 8 - 0 - 1 2 - 4 1 5 8 8 8 - 7

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being… Read more

Rethinking Valuation and Pricing Models

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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 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.