Rethinking Valuation and Pricing Models

Written By Carsten S. Wehn
Rethinking Valuation and Pricing Models
  • Publsiher : Academic Press
  • Release : 02 December 2021
  • ISBN : 0124158757
  • Pages : 622 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Rethinking Valuation and Pricing Models written by Carsten S. Wehn which was release on 02 December 2021, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 Date : 2013
  • Total pages : 622
  • ISBN : 0124158757
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Summary : 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, ...

The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility
  • Author : Antonio Mele,Yoshiki Obayashi
  • Publisher : Springer
  • Release Date : 2016-01-11
  • Total pages : 250
  • ISBN : 0124158757
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Summary : 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 ...

Mathematical and Statistical Methods for Actuarial Sciences and Finance

Mathematical and Statistical Methods for Actuarial Sciences and Finance
  • Author : Marco Corazza,Claudio Pizzi
  • Publisher : Springer
  • Release Date : 2014-08-06
  • Total pages : 313
  • ISBN : 0124158757
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Summary : 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 ...

Market Research in Practice

Market Research in Practice
  • Author : Paul Hague
  • Publisher : Kogan Page Publishers
  • Release Date : 2021-11-03
  • Total pages : 392
  • ISBN : 0124158757
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Summary : Learn the fundamentals of market research with this bestselling guide that delivers an overview of the whole process, from planning a project and executing it, what tools to use, through to analysis and presenting the findings. Market Research in Practice provides a practical and robust introduction to the subject, providing ...

Bayesian Model Comparison

Bayesian Model Comparison
  • Author : Ivan Jeliazkov,Dale J. Poirier
  • Publisher : Emerald Group Publishing
  • Release Date : 2014-11-21
  • Total pages : 390
  • ISBN : 0124158757
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Summary : This volume of Advances in Econometrics 34 focusses on Bayesian model comparison. It reflects the recent progress in model building and evaluation that has been achieved in the Bayesian paradigm and provides new state-of-the-art techniques, methodology, and findings that should stimulate future research....

Introduction to Econophysics

Introduction to Econophysics
  • Author : Carlo Requião da Cunha
  • Publisher : CRC Press
  • Release Date : 2021-10-29
  • Total pages : 312
  • ISBN : 0124158757
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Summary : Econophysics explores the parallels between physics and economics and is an exciting topic that is attracting increasing attention. However there is a lack of literature that explains the topic from a broad perspective. This book introduces advanced undergraduates and graduate students in physics and engineering to the topic from this ...

Systemic Risk Tomography

Systemic Risk Tomography
  • Author : Monica Billio,Loriana Pelizzon,Roberto Savona
  • Publisher : Elsevier
  • Release Date : 2016-11-25
  • Total pages : 300
  • ISBN : 0124158757
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Summary : 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 ...

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  • Author : V.B. Melas,Stefania Mignani,Paola Monari,Luigi Salmaso
  • Publisher : Springer
  • Release Date : 2014-12-05
  • Total pages : 539
  • ISBN : 0124158757
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Summary : 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 ...

Rethinking Governance of the Army s Arsenals and Ammunition Plants

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  • Author : William Michael Hix
  • Publisher : Rand Corporation
  • Release Date : 2003
  • Total pages : 317
  • ISBN : 0124158757
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Summary : Assesses options for managing the Army's arsenals and ammunition plants....

Energy and Finance

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  • Author : André Dorsman,Özgür Arslan-Ayaydin,Mehmet Baha Karan
  • Publisher : Springer
  • Release Date : 2016-08-13
  • Total pages : 203
  • ISBN : 0124158757
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Summary : This book analyses how socially responsible investments as well as the rising importance of Islamic finance are linked to the shift towards renewable energy. Academics and practitioners in the field take a global perspective and present case studies from several countries. The book is divided into three parts: The first ...

Rethinking Pension Provision for India 2003

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  • Author : Anand Bordia,Gautam Bhardwaj
  • Publisher : TATA McGraw-Hill Publishing Company
  • Release Date : 2003
  • Total pages : 362
  • ISBN : 0124158757
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Summary : Contributed articles....

The Risk Modeling Evaluation Handbook Rethinking Financial Risk Management Methodologies in the Global Capital Markets

The Risk Modeling Evaluation Handbook  Rethinking Financial Risk Management Methodologies in the Global Capital Markets
  • Author : Greg N. Gregoriou,Christian Hoppe,Carsten S. Wehn
  • Publisher : McGraw Hill Professional
  • Release Date : 2010-02-12
  • Total pages : 528
  • ISBN : 0124158757
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Summary : Addresses newly exposed weaknesses of financial risk models in the context of market stress scenarios This will be the definitive book for readers looking to improve their approach to modeling financial risk...

Organizational Change for Corporate Sustainability

Organizational Change for Corporate Sustainability
  • Author : Suzanne Benn,Melissa Edwards,Tim Williams
  • Publisher : Routledge
  • Release Date : 2018-07-11
  • Total pages : 342
  • ISBN : 0124158757
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Summary : Since this classic book was first published in 2003, sustainability has increasingly been accepted as standard business practice for leading corporations, while the science itself has revealed how human activity has become the dominant force influencing irreversible changes in the planetary systems. The fourth edition of this trailblazing book on corporate ...

Rethinking Public Strategy

Rethinking Public Strategy
  • Author : Sean Lusk,Nick Birks
  • Publisher : Macmillan International Higher Education
  • Release Date : 2014-07-23
  • Total pages : 264
  • ISBN : 0124158757
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Summary : Drawing on a wide range of international experience, a state of the art introduction to the distinctive role and nature of public strategy which is designed to meet the needs of students and practitioners alike....

Rethinking Public Strategy

Rethinking Public Strategy
  • Author : Sean Lusk,Nick Birks
  • Publisher : Bloomsbury Publishing
  • Release Date : 2014-07-23
  • Total pages : 264
  • ISBN : 0124158757
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Summary : Strategy is vital to effective and efficient public service delivery as well as successful governance and leadership. This new text provides a concise yet systematic overview of the achievements, downfalls and complexities of public strategy in today's globalized and often market-driven world. It describes the place of strategy in civic ...