Rethinking valuation and pricing models : lessons learned from the crisis and future challenges
著者
書誌事項
Rethinking valuation and pricing models : lessons learned from the crisis and future challenges
Elsevier/Academic Press, 2013
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
40 original chapters divided into these sections:
1. Review of Traditional Approaches
2. Valuing Equities and Equity Derivatives--Calculating Risks
3. Valuing Interest Rate Derivatives and Debt Products--Calculating Risks
4. Valuing Hybrid Products, Alternative Investments--Calculating Risks
5. Investment Strategies and Asset Management--Combining the Results
6. Putting a Global Perspective on New Valuation Aspects
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