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Download E-books Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges PDF

By Greg N. Gregoriou

It truly is extensively stated that many fiscal modelling options failed in the course of the monetary situation, and in our post-crisis surroundings many thoughts are being reconsidered.  This unmarried quantity presents a consultant to classes realized for practitioners and a reference for academics.  Including studies of conventional approaches, real examples, and case reports, members contemplate portfolio concept; equipment for valuing equities and fairness derivatives, rate of interest derivatives, and hybrid items; and strategies for calculating hazards and imposing funding strategies.  Describing new ways with no wasting sight in their classical antecedents, this number of unique articles provides a well timed point of view on our post-crisis paradigm.

  • Highlights pre-crisis top classical practices, identifies post-crisis key concerns, and examines rising techniques to fixing these issues
  • Singles out key elements one needs to think about while valuing or calculating dangers within the post-crisis environment
  • Presents fabric in a homogenous, functional, transparent, and never overly technical manner

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