Rethinking Valuation and Pricing Models

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  • Author : Carsten S. Wehn
  • Publisher : Academic Press
  • Pages : 622 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 S. Wehn and published by Academic Press which was released on 20 January 2022 with total page 622 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 S. Wehn,Christian Hoppe,Greg N. Gregoriou
  • Publisher : Academic Press
  • Release : 20 January 2022
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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  • Publisher : Springer
  • Release : 11 January 2016
GET THIS BOOK The Price of Fixed Income Market Volatility

Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities. This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits

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  • Publisher : Springer
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GET THIS BOOK Mathematical and Statistical Methods for Actuarial Sciences and Finance

The interaction between mathematicians and statisticians has been shown to be an effective approach for dealing with actuarial, insurance and financial problems, both from an academic perspective and from an operative one. The collection of original papers presented in this volume pursues precisely this purpose. It covers a wide variety of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present

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  • Publisher : Kogan Page Publishers
  • Release : 03 November 2021
GET THIS BOOK Market Research in Practice

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GET THIS BOOK Bayesian Model Comparison

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GET THIS BOOK Introduction to Econophysics

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GET THIS BOOK Systemic Risk Tomography

In April 2010 Europe was shocked by the Greek financial turmoil. At that time, the global financial crisis, which started in the summer of 2007 and reached systemic dimensions in September 2008 with the Lehman Brothers’ crash, took a new course. An adverse feedback loop between sovereign and bank risks reflected into bubble-like spreads, as if financial markets had received a wake-up call concerning the disregarded structural vulnerability of economies at risk. These events inspired the SYRTO project to “think and rethink the

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GET THIS BOOK Topics in Statistical Simulation

The Department of Statistical Sciences of the University of Bologna in collaboration with the Department of Management and Engineering of the University of Padova, the Department of Statistical Modelling of Saint Petersburg State University, and INFORMS Simulation Society sponsored the Seventh Workshop on Simulation. This international conference was devoted to statistical techniques in stochastic simulation, data collection, analysis of scientific experiments, and studies representing broad areas of interest. The previous workshops took place in St. Petersburg, Russia in 1994, 1996, 1998, 2001, 2005, and 2009. The

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  • Publisher : Selected Works of Joseph E. St
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GET THIS BOOK Rethinking Microeconomics

This is the third volume in a new, definitive, six-volume edition of the works of Joseph Stiglitz, one of today's most distinguished and controversial economists. Stiglitz was awarded the Nobel Prize in Economics in 2001 for his work on asymmetric information and is widely acknowledged as one of the pioneers in the field of modern information economics and more generally for his contributions to microeconomics. Volume III contains a selection of Joseph E. Stiglitz's work on microeconomics. It questions well-established tenets,

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GET THIS BOOK Rethinking Strategic Management

This book offers innovative ideas and frameworks for sustainable strategizing to advance business by scaling-up its positive impact, which is so urgently needed at this time in the 21st century. It shows practitioners how to effectively deal with socio-ecological systems’ disruptions to their operating environments and play an active role in transforming markets toward a sustainable future. In short, the book demonstrates how to make business sense of sustainability, highlighting new approaches and examples that translate sustainability into strategy and

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GET THIS BOOK Energy and Finance

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  • Release : 20 January 2022
GET THIS BOOK Rethinking the MBA

The authors give the most comprehensive, authoritative and compelling account yet of the troubled state of business education today and go well beyond this to provide a blueprint for the future.