Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios /

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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 com...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Schwerdt, Wolfgang
Other Authors: Wendland, Marcelle von
Format: Electronic eBook
Language:Inglés
Published: London ; Burlington, Mass. : Elsevier/MondoVisione, �2010.
Series:Elsevier and Mondo Visione world capital markets series.
Subjects:
Econometrics.
Finance > Mathematical models.
�Econom�etrie.
Finances > Mod�eles math�ematiques.
BUSINESS & ECONOMICS > Econometrics.
BUSINESS & ECONOMICS > Statistics.
Econometrics
Finance > Mathematical models
Online Access:Texto completo
Table of Contents:
  • PART I
  • 1.0Foreword 600
  • 2.0Introduction to Pricing, Risk and Performance Measurement600
  • 2.01Who is the book for?500
  • 2.02Foundations of Pricing 1,500
  • 2.03Risk Measurement Basics 1,500
  • 2.04Understanding Performance measurement 1,500
  • PART II
  • 3.0Approaches to Pricing6000
  • 4.0Pricing Fixed Cash flows10,000
  • 5.0Pricing Equity Cash flows10,000
  • 6.0Pricing Derivative Cash flows10,000
  • 7.0Putting it All Together: Pricing Complex Instruments5,000
  • PART III
  • 8.0Approaches to Risk Measurement10,000
  • 9.0Implementing VAR Risk Measurement8,000
  • 10.0Implementing ETL Risk Measurement8,000
  • 11.0Implementing Risk Measurement Reports5,000
  • PART IV
  • 12.0Approaches to Performance Measurement10,000
  • 13.0Implementing Portfolio Performance Measurement10,000
  • 14.0Implementing Risk Adjusted Profit Measures10,000.

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