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Rethinking Valuation and Pricing Models

Editor

Listed:
  • Wehn, Carsten
  • Hoppe, Christian
  • Gregoriou, Greg N.

Abstract

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

Suggested Citation

  • Wehn, Carsten & Hoppe, Christian & Gregoriou, Greg N. (ed.), 2012. "Rethinking Valuation and Pricing Models," Elsevier Monographs, Elsevier, edition 1, number 9780124158757.
    • Handle: RePEc:eee:monogr:9780124158757
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