Rethinking Valuation and Pricing Models

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  • Author : Carsten Wehn
  • Publisher : Academic Press
  • Pages : 658 pages
  • ISBN : 0124158757
  • Rating : /5 from reviews
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Download or Read online Rethinking Valuation and Pricing Models full in PDF, ePub and kindle. this book written by Carsten Wehn and published by Academic Press which was released on 08 November 2012 with total page 658 pages. We cannot guarantee that Rethinking Valuation and Pricing Models book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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. 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 Presents material in a homogenous, practical, clear, and not overly technical manner

Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models
  • Author : Carsten Wehn,Christian Hoppe,Greg N. Gregoriou
  • Publisher : Academic Press
  • Release : 08 November 2012
GET THIS BOOK Rethinking Valuation and Pricing Models

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

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GET THIS BOOK The Price of Fixed Income Market Volatility

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