TY  - BOOK
AU  - Wehn,Carsten S.
AU  - Hoppe,Christian
AU  - Gregoriou,Greg N.
TI  - Rethinking valuation and pricing models: lessons learned from the crisis and future challenges 
SN  - 9780124158757 (hbk.)
PY  - 2013///
CY  - Oxford, UK
PB  - Elsevier/Academic Press
KW  - Corporations
KW  - Valuation
KW  - Finance
KW  - Mathematical models
KW  - Econometric models
KW  - Prices
N1  - Includes bibliographical references and index
N2  - 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
ER  -