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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 appr

Money market. Capital market --- Corporations --- Valuation --- Prices --- Valuation. --- Finance --- Mathematical models. --- Econometric models.

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• Reference Manager
• EndNote
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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 issuesSingles out key factors one must consider when valuing or calculating risks in the post-crisis environmentPresents material in a homogenous, practical, clear, and not overly technical manner.

Money market. Capital market

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Ein einführendes Lehrbuch, dessen Adressaten Studierende und Praktiker sind. Die Autoren gehen dabei einen Mittelweg zwischen Theorie und praktischer Anwendung von Kreditderivaten und Kreditrisikomodellen. Thematisch werden die für das tägliche Bankgeschäft relevanten Aspekte angesprochen. Für Praktiker bietet das Werk eine systematische Darstellung der methodischen Grundlagen ihrer täglichen Arbeit, z.B. in Bezug auf die Implementierung von Risikomesssystemen oder die Bewertung von Single Tranche CDO Swaps auf liquide Kreditindizes der iTraxx- oder CDX-Indexfamilie unter Berücksichtigung des Skews der Basiskorrelationen.

Economics, Mathematical . --- Quantitative Finance.