lessons learned from the crisis and future challenges Wehn, Carsten S. Hoppe, Christian. Gregoriou, Greg N. 1956- text bibliography enk Oxford, UK Elsevier/Academic Press 2013 monographic eng

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xxxiii, 622 p. : ill. ; 25 cm. 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 general edited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou Includes bibliographical references and index Corporations Valuation Corporations Finance Mathematical models Valuation Econometric models Prices Econometric models 9780124158757 (hbk.) 0124158757 (hbk.) UMP 150826 20251125102927.0 vtls000090969