02012nam a2200253 a 4500001001400000003000700014005001700021008004100038020002500079020002200104040000800126245016600134260004900300300003700349504005000386520110800436650002801544650004701572650003401619650003101653700002101684700002201705700003101727vtls000090969KUKTEM20251125102927.0150826t2013    enka   g b    001 0 eng d  a9780124158757 (hbk.)  a0124158757 (hbk.)  aUMP00aRethinking valuation and pricing models :blessons learned from the crisis and future challenges /cedited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou  aOxford, UK :bElsevier/Academic Press,c2013  axxxiii, 622 p. :bill. ;c25 cm.  aIncludes bibliographical references and index8 aIt 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 0aCorporationsxValuation 0aCorporationsxFinancexMathematical models 0aValuationxEconometric models 0aPricesxEconometric models1 aWehn, Carsten S.1 aHoppe, Christian.1 aGregoriou, Greg N.,d1956-