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商品詳細

Name: Rethinking Valuation and Pricing Models : Lessons Learned from the Crisis and Future Challenges.
Author: Wehn, Carsten S. / Hoppe, C. / Gregoriou, G. N. (eds.)
ISBN: 978-0-12-415875-7

Rethinking Valuation and Pricing Models : Lessons Learned from the Crisis and Future Challenges. 評価と価格決定モデル再考

・ISBN 978-0-12-415875-7 hard

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著者・編者	Wehn, Carsten S. / Hoppe, C. / Gregoriou, G. N. (eds.),
出版社	(Academic Pr., US)
出版年月	2013
ページ数	622 pp.
言語	ENG
ニュース番号	＜599-317 599-617＞

解説

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.