Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges

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9780124158757: Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges

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

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About the Author:

Head of the risk modelling team at DekaBank, Frankfurt, Germany. He is responsible for development and validation of internal portfolio models for measuring and managing credit risk.

Christian Hoppe is the Head of Credit Solutions at Commerzbank, Frankfurt, Germany, and the founder of Anleihen Finder GmbH.

Greg N. Gregoriou is Professor of Finance, School of Business and Economics, State University of New York at Plattsburgh. He is Research Associate at the Caisse de dépôt et placement du Québec Endowed Chair in Portfolio Management at the University of Quebec at Montreal, as well as Lecturer in the School of Continuing Studies at McGill University.

Professor Gregoriou has published several books with Elsevier including the two-volume Handbook of Asian Finance, Reconsidering Funds of Hedge Funds, Valuation and Pricing Models, and the Handbook of Short Selling, and is hedge fund editor and editorial board member of the Journal of Derivatives and Hedge Funds

.

About the Author:

Head of the risk modelling team at DekaBank, Frankfurt, Germany. He is responsible for development and validation of internal portfolio models for measuring and managing credit risk.

Christian Hoppe is the Head of Credit Solutions at Commerzbank, Frankfurt, Germany, and the founder of Anleihen Finder GmbH.

Greg N. Gregoriou is Professor of Finance, School of Business and Economics, State University of New York at Plattsburgh. He is an EDHEC Research Associate in Nice, France and also Research Associate at the Caisse de dépôt et placement du Québec Endowed Chair in Portfolio Management at the University of Quebec at Montreal, as well as Lecturer in the School of Continuing Studies at McGill University.

Professor Gregoriou has published several books with Elsevier including Reconsidering Funds of Hedge Funds, Valuation and Pricing Models, and the Handbook of Short Selling, and is hedge fund editor and editorial board member of the Journal of Derivatives and Hedge Funds.
.

"About this title" may belong to another edition of this title.

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Book Description Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Book Condition: New. 234 x 193 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AA59780124158757

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Book Description Elsevier Science Publishing Co Inc, United States, 2013. Hardback. Book Condition: New. 234 x 193 mm. Language: English . Brand New Book. 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. Bookseller Inventory # AA59780124158757

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Book Description Elsevier Science Publishing Co Inc. Hardback. Book Condition: new. BRAND NEW, Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges, Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou, 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. This title: 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; and, presents material in a homogenous, practical, clear, and not overly technical manner. Bookseller Inventory # B9780124158757

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