Format:
XX, 377 S.
,
illustrations.
Edition:
Online-Ausg. Amsterdam Elsevier Online-Ressource
ISBN:
9780123745217
,
0080923046
,
9780080923048
Series Statement:
The Elsevier and Mondo Visione world capital markets
Content:
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. Feature: The authors have designed and implemented a standard for the description of financial instruments Benefit: The reader can rely on accurate and valid information about describing financial instruments Feature: The authors have developed an approach for pricing and analyzing any financial instrument using a limited set of atomic instruments Benefit: The reader can use these instruments to define and set up even very large numbers of financial instruments. Feature: The book builds a practical framework for analysing the market and credit risk exposure of financial instruments and portfolios Benefit: Readers can use this framework today in their work and identify and measure market and credit risk using a reliable method
Note:
Includes bibliographical references and index. - Print version record
,
PART I1.0Foreword 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.
,
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.
Additional Edition:
ISBN 0123745217
Additional Edition:
Erscheint auch als Druck-Ausgabe Pricing, risk, and performance measurement in practice
Additional Edition:
Erscheint auch als Online-Ausgabe Schwerdt, Wolfgang Pricing, risk, and performance measurement in practice Amsterdam [u.a.] : Elsevier, 2010 ISBN 9780123745217
Additional Edition:
ISBN 0123745217
Language:
English
Subjects:
Economics
Keywords:
Finanzwirtschaft
;
Preisbildung
;
Mathematisches Modell
;
Finanzwirtschaft
;
Preisbildung
;
Mathematisches Modell
;
Electronic book
;
Electronic books
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