Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models

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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 mannerCamillo Lento (1) is Assistant Professor in the Faculty of Business Administration at Lakehead University, Thunder Bay, Ontario, Canada. He holds a PhD from the University of Southern Queensland (Australia) and holds an M.Sc. (Management) and BComm (Honours) from ... in the Globe and Maila#39;s Report on Business, MoneySense Magazine, MoneySaver Magazine, and Canadian Business (online ).

Title:Rethinking Valuation and Pricing Models
Author:Carsten S. Wehn, Christian Hoppe, Greg N. Gregoriou
Publisher:Academic Press - 2013


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