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The Handbook of Post Crisis Financial Modeling

  • Emmanuel Haven
  • Philip Molyneux
  • John O. S. Wilson
  • Sergei Fedotov
  • Meryem Duygun

Table of contents

  1. Front Matter
    Pages i-xix
  2. Rhiannon Sowerbutts, Peter Zimmerman
    Pages 42-64
  3. Hulusi Inanoglu, Michael Jacobs Jr., Junrong Liu, Robin Sickles
    Pages 110-146
  4. Jérôme Detemple, Marcel Rindisbacher
    Pages 190-213
  5. Igor Evstigneev, Thorsten Hens, Klaus Reiner Schenk-Hoppé
    Pages 214-234
  6. Jukka Isohätälä, Nataliya Klimenko, Alistair Milne
    Pages 235-282
  7. Back Matter
    Pages 315-316

About this book

Introduction

The 2008 financial crisis was a watershed moment which clearly influenced the public's perception of the role of 'finance' in society. Since 2008, a plethora of books and newspaper articles have been produced accusing the academic community of being unable to produce valid models which can accommodate those extreme events.

This unique Handbook brings together leading practitioners and academics in the areas of banking, mathematics, and law to present original research on the key issues affecting financial modelling since the 2008 financial crisis. As well as exploring themes of distributional assumptions and efficiency the Handbook also explores how financial modelling can possibly be re-interpreted in light of the 2008 crisis.

Keywords

Financial Development Financial Crises United States Monetary Transmission Regulatory Impacts Banking Market Discipline Public Disclosure Financial Stability Fiscal Policy Liquidity Bank Efficiency too-big-to-fail Shadow Banking Models Valuation Hedging Derivatives Securities Price bank banking derivatives efficiency hedging liquidity modeling Stochastic modelling valuation

Editors and affiliations

  • Emmanuel Haven
    • 1
  • Philip Molyneux
    • 2
  • John O. S. Wilson
    • 3
  • Sergei Fedotov
    • 4
  • Meryem Duygun
    • 5
  1. 1.School of Management and Institute of FinanceUniversity of LeicesterUK
  2. 2.College of Business, Law, Education and Social ScienceBangor UniversityUK
  3. 3.University of St AndrewsUK
  4. 4.University of ManchesterUK
  5. 5.Hull University Business SchoolUK

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-137-49449-8
  • Copyright Information The Editor(s) (if applicable) and The Author(s) 2016
  • Publisher Name Palgrave Macmillan, London
  • eBook Packages Economics and Finance
  • Print ISBN 978-1-349-57578-7
  • Online ISBN 978-1-137-49449-8
  • Buy this book on publisher's site