02295nam a2200301 a 4500 vtls000090969 KUKTEM 20251125102927.0 150826t2013 enka g b 001 0 eng d 9780124158757 (hbk.) 0124158757 (hbk.) 201508261231 asma 201508261231 asma 201508261230 asma 201508261230 asma UMP HG4028.V3 R48 2013 Rethinking valuation and pricing models : lessons learned from the crisis and future challenges / edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou Oxford, UK : Elsevier/Academic Press, 2013 xxxiii, 622 p. : ill. ; 25 cm. Includes bibliographical references and index 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 Corporations Valuation Corporations Finance Mathematical models Valuation Econometric models Prices Econometric models Wehn, Carsten S. Hoppe, Christian. Gregoriou, Greg N., 1956- 0 0 0 0 20000 20000 2019-09-04 365.57 0 HG4028.V3 R48 2013 0000099951 2019-09-04 00:00:00 1 365.57 2019-09-04 OPEN VIRTUA40 80790 80796 VTLSSORT0080*0400*0200*0201*0900*2450*2600*3000*5040*5200*6500*6501*6502*6503*7000*7001*7002*9992