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Pricing, Risk, and Performance Measurement in Practice : the Building Block Approach to Modeling Instruments and Portfolios.
Provides practical steps and actual code that users can take to build their own financial instruments, and measure and model risk and performance from simple instruments to complex portfolios.
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Burlington :
Elsevier,
2009.
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| Colección: | Elsevier and Mondo Visione World Capital Markets.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Front cover; Title page; Copyright page; Table of contents; About the Authors; Preface; Acknowledgements; Chapter 1: Introducing Model Implementation with the Building Block Method; Chapter 2: Introducing the Building Block Data Model; Chapter 3: Modelling Financial Instruments; Chapter 4: Introduction to Practical Valuation; Chapter 5: Implementing Valuation Models; Chapter 6: Introduction to Practical Risk Modelling; Chapter 7: Implementing Risk Models; Chapter 8: Introducing Performance Measurement; Chapter 9: Implementing Performance Models; Chapter 10: Understanding Valuation Theory.