Rethinking Valuation and Pricing Models

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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  • Author : Carsten S. Wehn
  • Publisher : Academic Press
  • Pages : 622 pages
  • ISBN : 0124158757
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKRethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models
  • Author : Carsten S. Wehn,Christian Hoppe,Greg N. Gregoriou
  • Publisher : Academic Press
  • Release : 02 July 2022
GET THIS BOOKRethinking Valuation and Pricing Models

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

The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility
  • Author : Antonio Mele,Yoshiki Obayashi
  • Publisher : Springer
  • Release : 11 January 2016
GET THIS BOOKThe Price of Fixed Income Market Volatility

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 fixed income volatilities. This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits

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 : 06 August 2014
GET THIS BOOKMathematical and Statistical Methods for Actuarial Sciences and Finance

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 of subjects in actuarial, insurance and finance fields, all treated in the light of the successful cooperation between the above two quantitative approaches. The papers published in this volume present

Market Research in Practice

Market Research in Practice
  • Author : Paul Hague
  • Publisher : Kogan Page Publishers
  • Release : 03 November 2021
GET THIS BOOKMarket Research in Practice

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 a clear step-by-step guide to managing market research and how to effectively to obtain the most reliable results. Written by an industry expert with over 35 years' practical experience in running

The Value of Everything

The Value of Everything
  • Author : Mariana Mazzucato
  • Publisher : Penguin UK
  • Release : 26 April 2018
GET THIS BOOKThe Value of Everything

Who really creates wealth in our world? And how do we decide the value of what they do? At the heart of today's financial and economic crisis is a problem hiding in plain sight. In modern capitalism, value-extraction - the siphoning off of profits, from shareholders' dividends to bankers' bonuses - is rewarded more highly than value-creation: the productive process that drives a healthy economy and society. We misidentify takers as makers, and have lost sight of what value really

Rethinking Real Estate

Rethinking Real Estate
  • Author : Dror Poleg
  • Publisher : Springer Nature
  • Release : 31 October 2019
GET THIS BOOKRethinking Real Estate

Technology is revolutionizing the way real estate is designed, operated, and valued. It is democratizing access to capital and information, changing the way tenants use space, and eroding the power of regulation. Billions of dollars are funding these new real estate technologies and operating models. Value is shifting away from the assets themselves toward those who understand the needs of specific end-users and can use technology to deliver comprehensive, on-demand solutions. With all of these developments, there is an urgent

Know Your Price

Know Your Price
  • Author : Andre M. Perry
  • Publisher : Brookings Institution Press
  • Release : 19 May 2020
GET THIS BOOKKnow Your Price

The deliberate devaluation of Blacks and their communities has had very real, far-reaching, and negative economic and social effects. An enduring white supremacist myth claims brutal conditions in Black communities are mainly the result of Black people’s collective choices and moral failings. “That’s just how they are” or “there’s really no excuse”: we’ve all heard those not so subtle digs. But there is nothing wrong with Black people that ending racism can’t solve. We haven’

Product-Led Growth

Product-Led Growth
  • Author : Wes Bush
  • Publisher : Unknown Publisher
  • Release : 01 May 2019
GET THIS BOOKProduct-Led Growth

Can your software sell itself? Convention and the trillion-dollar sales industry claim that it's impossible for your product to sell itself. Yet successful software businesses like Slack, Dropbox, Atlassian, and HubSpot make millions selling to customers who never once reached out to a sales rep. In Product-Led Growth: How to Build a Product That Sells Itself, growth consultant Wes Bush challenges the traditional SaaS marketing and sales playbook and introduces a completely new way to sell products. Bush reveals how

Rethinking Competitive Advantage

Rethinking Competitive Advantage
  • Author : Ram Charan
  • Publisher : Unknown Publisher
  • Release : 06 April 2021
GET THIS BOOKRethinking Competitive Advantage

The book dissects the changing nature of competitive advantage, illustrating what it takes for companies - old and new alike - to compete against digital giants like Amazon, Alibaba, and Google. In today's business world, good strategy isn't just about preserving market share or building moats to ward off competitors. In the digital age, the most successful companies look at everything through a single lens: How can we create a better end-to-end consumer experience? Filled with behind-the-scenes stories the book

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 : 12 February 2010
GET THIS BOOKThe Risk Modeling Evaluation Handbook: Rethinking Financial Risk Management Methodologies in the Global Capital Markets

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

Rethinking Power Sector Reform in the Developing World

Rethinking Power Sector Reform in the Developing World
  • Author : Vivien Foster,Anshul Rana
  • Publisher : World Bank Publications
  • Release : 05 December 2019
GET THIS BOOKRethinking Power Sector Reform in the Developing World

During the 1990s, a new paradigm for power sector reform was put forward emphasizing the restructuring of utilities, the creation of regulators, the participation of the private sector, and the establishment of competitive power markets. Twenty-five years later, only a handful of developing countries have fully implemented these Washington Consensus policies. Across the developing world, reforms were adopted rather selectively, resulting in a hybrid model, in which elements of market orientation coexist with continued state dominance of the sector. This

An Introduction to Financial Option Valuation

An Introduction to Financial Option Valuation
  • Author : Desmond J. Higham
  • Publisher : Cambridge University Press
  • Release : 15 April 2004
GET THIS BOOKAn Introduction to Financial Option Valuation

This book is intended for use in a rigorous introductory PhD level course in econometrics, or in a field course in econometric theory. It covers the measure-theoretical foundation of probability theory, the multivariate normal distribution with its application to classical linear regression analysis, various laws of large numbers, central limit theorems and related results for independent random variables as well as for stationary time series, with applications to asymptotic inference of M-estimators, and maximum likelihood theory. Some chapters have their

Behavioral Finance: The Second Generation

Behavioral Finance: The Second Generation
  • Author : Meir Statman
  • Publisher : CFA Institute Research Foundation
  • Release : 02 December 2019
GET THIS BOOKBehavioral Finance: The Second Generation

Behavioral finance presented in this book is the second-generation of behavioral finance. The first generation, starting in the early 1980s, largely accepted standard finance’s notion of people’s wants as “rational” wants—restricted to the utilitarian benefits of high returns and low risk. That first generation commonly described people as “irrational”—succumbing to cognitive and emotional errors and misled on their way to their rational wants. The second generation describes people as normal. It begins by acknowledging the full