Pricing, Risk, and Performance Measurement in Practice - The Building Block Approach to Modeling Instruments and Portfolios The Elsevier and Mondo Visione World Capital Markets Series

Schwerdt, Wolfgang; Von Wendland, Marcelle

ISBN 10: 0123745217 / ISBN 13: 9780123745217

Verlag: Elsevier, London and San Diego, 2010

Beschreibung

First Edition / First Print (number line on copyright page 7 6 5 4 3 2 1). Hardback copy in pictorial boards, no dustjacket as issued. 377pp. Not library copy, no inscriptions, small scuff to top front corner, few light marks to page block. (57/7). Bestandsnummer des Verkäufers ABE-1685346945029

Bibliografische Details

Titel: Pricing, Risk, and Performance Measurement ...

Verlag: Elsevier, London and San Diego

Erscheinungsdatum: 2010

Einband: Hardcover

Zustand: Very Good

Zustand des Schutzumschlags: No Jacket

Auflage: 1st Edition

Über diesen Titel

Inhaltsangabe:

How can managers increase their ability to calculate price and risk data for financial instruments while decreasing their dependence on a myriad of specific instrument variants? Wolfgang Schwerdt and Marcelle von Wendland created a simple and consistent way to handle and process large amounts of complex financial data. By means of a practical framework, their approach analyzes market and credit risk exposure of financial instruments and portfolios and calculates risk adjusted performance measures. Its emphasis on standardization yields significant improvements in speed and accuracy.Schwerdt and von Wendland's focus on practical implementation directly addresses limitations imposed by the complex and costly processing time required for advanced risk management models and pricing hundreds of thousands of securities each day. Their many examples and programming codes demonstrate how to use standards to build financial instruments, how to price them, and how to measure the risk and performance of the portfolios that include them.

Von der hinteren Coverseite:

How can managers increase their ability to calculate price and risk data for financial instruments while decreasing their dependence on a myriad of specific instrument variants? Wolfgang Schwerdt and Marcelle von Wendland created a simple and consistent way to handle and process large amounts of complex financial data. By means of a practical framework, their approach analyzes market and credit risk exposure of financial instruments and portfolios and calculates risk adjusted performance measures. Its emphasis on standardization yields significant improvements in speed and accuracy.

Schwerdt and von Wendland's focus on practical implementation directly addresses limitations imposed by the complex and costly processing time required for advanced risk management models and pricing hundreds of thousands of securities each day. Their many examples and programming codes demonstrate how to use standards to build financial instruments, how to price them, and how to measure the risk and performance of the portfolios that include them.

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How can managers increase their ability to calculate price and risk data for financial instruments while decreasing their dependence on a myriad of specific instrument variants? Wolfgang Schwerdt and Marcelle von Wendland created a simple and consistent way to handle and process large amounts of complex financial data. By means of a practical framework, their approach analyzes market and credit risk exposure of financial instruments and portfolios and calculates risk adjusted performance measures. Its emphasis on standardization yields significant improvements in speed and accuracy.

Schwerdt and von Wendland's focus on practical implementation directly addresses limitations imposed by the complex and costly processing time required for advanced risk management models and pricing hundreds of thousands of securities each day. Their many examples and programming codes demonstrate how to use standards to build financial instruments, how to price them, and how to measure the risk and performance of the portfolios that include them.