| 000 | 02295nam a2200301 a 4500 | ||
|---|---|---|---|
| 001 | vtls000090969 | ||
| 003 | KUKTEM | ||
| 005 | 20251125102927.0 | ||
| 008 | 150826t2013 enka g b 001 0 eng d | ||
| 020 | _a9780124158757 (hbk.) | ||
| 020 | _a0124158757 (hbk.) | ||
| 039 | 9 |
_a201508261231 _basma _c201508261231 _dasma _c201508261230 _dasma _y201508261230 _zasma |
|
| 040 | _aUMP | ||
| 090 | _aHG4028.V3 R48 2013 | ||
| 245 | 0 | 0 |
_aRethinking valuation and pricing models : _blessons learned from the crisis and future challenges / _cedited by Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou |
| 260 |
_aOxford, UK : _bElsevier/Academic Press, _c2013 |
||
| 300 |
_axxxiii, 622 p. : _bill. ; _c25 cm. |
||
| 504 | _aIncludes bibliographical references and index | ||
| 520 | 8 | _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 | |
| 650 | 0 |
_aCorporations _xValuation |
|
| 650 | 0 |
_aCorporations _xFinance _xMathematical models |
|
| 650 | 0 |
_aValuation _xEconometric models |
|
| 650 | 0 |
_aPrices _xEconometric models |
|
| 700 | 1 | _aWehn, Carsten S. | |
| 700 | 1 | _aHoppe, Christian. | |
| 700 | 1 |
_aGregoriou, Greg N., _d1956- |
|
| 999 |
_aVIRTUA40 _c80790 _d80796 |
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| 999 | _aVTLSSORT0080*0400*0200*0201*0900*2450*2600*3000*5040*5200*6500*6501*6502*6503*7000*7001*7002*9992 | ||