Pricing Risk and Performance Measurement in Practice

Written By Wolfgang Schwerdt
Pricing  Risk  and Performance Measurement in Practice
  • Publsiher : Academic Press
  • Release : 22 October 2009
  • ISBN : 9780080923048
  • Pages : 398 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Pricing Risk and Performance Measurement in Practice written by Wolfgang Schwerdt which was release on 22 October 2009, this book published by Academic Press. Available in PDF, EPUB and Kindle Format. Book excerpt: 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.

Pricing Risk and Performance Measurement in Practice

Pricing  Risk  and Performance Measurement in Practice
  • Author : Wolfgang Schwerdt,Marcelle von Wendland
  • Publisher : Academic Press
  • Release Date : 2009-10-22
  • Total pages : 398
  • ISBN : 9780080923048
GET BOOK

Summary : 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 ...

Outlines and Highlights for Pricing Risk and Performance Measurement in Practice

Outlines and Highlights for Pricing  Risk  and Performance Measurement in Practice
  • Author : Cram101 Textbook Reviews
  • Publisher : Academic Internet Pub Incorporated
  • Release Date : 2010-12-01
  • Total pages : 152
  • ISBN : 9780080923048
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Summary : Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780123745217 ....

Trend Following with Managed Futures

Trend Following with Managed Futures
  • Author : Alex Greyserman,Kathryn Kaminski
  • Publisher : John Wiley & Sons
  • Release Date : 2014-08-26
  • Total pages : 464
  • ISBN : 9780080923048
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Summary : An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for ...

Portfolio Theory and Performance Analysis

Portfolio Theory and Performance Analysis
  • Author : Noel Amenc,Veronique Le Sourd
  • Publisher : John Wiley & Sons
  • Release Date : 2005-01-21
  • Total pages : 280
  • ISBN : 9780080923048
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Summary : For many years asset management was considered to be a marginal activity, but today, it is central to the development of financial industry throughout the world. Asset management's transition from an "art and craft" to an industry has inevitably called integrated business models into question, favouring specialisation strategies based on ...

ACCA Paper P5 Advanced Performance Management Practice and revision kit

ACCA Paper P5   Advanced Performance Management Practice and revision kit
  • Author : BPP Learning Media
  • Publisher : BPP Learning Media
  • Release Date : 2013-01-01
  • Total pages : 601
  • ISBN : 9780080923048
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Summary : The examiner-reviewed P5 Practice and Revision Kit provides invaluable guidance on how to approach the exam and contains past ACCA exam questions for you to try. The examiner has emphasised that simply understanding the advantages and disadvantages of different performance management approaches will not be sufficient to pass the exam. ...

Risk Based Investment Management in Practice

Risk Based Investment Management in Practice
  • Author : Frances Cowell
  • Publisher : Springer
  • Release Date : 2013-10-31
  • Total pages : 475
  • ISBN : 9780080923048
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Summary : A practitioner's account of how investment risk affects the decisions of professional investment managers. Jargon-free, with a broad coverage of investment types and asset classes, the non-investment professional will find this book readable and accessible....

Risk Management in General Dental Practice

Risk Management in General Dental Practice
  • Author : Raj Rattan,John Tiernan
  • Publisher : Quintessenz Verlag
  • Release Date : 2019-09-03
  • Total pages : 164
  • ISBN : 9780080923048
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Summary : The need for an effective risk-management strategy for the dental profession has never been greater as dentists face the dual challenges of regulation and legislation and cope with the heightened expectations of an informed public. This book explores the many facets of risk management, including consent, ethical issues, effective communication, ...

Personnel Economics in Practice

Personnel Economics in Practice
  • Author : Edward P. Lazear,Mike Gibbs
  • Publisher : John Wiley & Sons
  • Release Date : 2014-11-03
  • Total pages : 416
  • ISBN : 9780080923048
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Summary : Personnel Economics in Practice, 3rd Edition by Edward Lazear and Michael Gibbs gives readers a rigorous framework for understanding organizational design and the management of employees. Economics has proven to be a powerful approach in the changing study of organizations and human resources by adding rigor and structure and clarifying ...

Approaches to Enterprise Risk Management

Approaches to Enterprise Risk Management
  • Author : Bloomsbury Publishing
  • Publisher : Bloomsbury Publishing
  • Release Date : 2010-07-01
  • Total pages : 240
  • ISBN : 9780080923048
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Summary : Approaches to Enterprise Risk Management is a multi-author book written by leading experts in the field of risk management including Aswath Damodoran, John C. Groth and David Shimko. It is a valuable tool that enables you to assess the potential business threats, both from within your organization and from external ...

Approaches to Enterprise Risk Management

Approaches to Enterprise Risk Management
  • Author : Various Authors
  • Publisher : A&C Black
  • Release Date : 2010-07-01
  • Total pages : 240
  • ISBN : 9780080923048
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Summary : Best practice solutions from the world's leading experts in risk management....

Portfolio Management

Portfolio Management
  • Author : Scott Stewart,Christopher D. Piros,Jeffrey Heisler
  • Publisher : Wiley
  • Release Date : 2019-03-26
  • Total pages : 720
  • ISBN : 9780080923048
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Summary : A career’s worth of portfolio management knowledge in one thorough, efficient guide Professional Portfolio Management is an authoritativeguide for those who wish to manage money professionally. This invaluable resource presents effective portfolio management practices supported by their underlying theory, providing the tools and instruction required to meet investor objectives ...

Critical Concerns in Transfer Pricing and Practice

Critical Concerns in Transfer Pricing and Practice
  • Author : Wagdy Moustafa Abdallah
  • Publisher : Greenwood Publishing Group
  • Release Date : 2004
  • Total pages : 262
  • ISBN : 9780080923048
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Summary : For multinational corporations (MNCs), there is arguably no more important operational function that affects all areas of manufacturing, marketing, management, and finance as international transfer pricing--the practicing of supplying products or services across borders from one part of the organization to another. Its complexity is compounded by the impact of ...

Advanced Financial Risk Management

Advanced Financial Risk Management
  • Author : Donald R. Van Deventer,Kenji Imai,Mark Mesler
  • Publisher : John Wiley & Sons
  • Release Date : 2013-02-06
  • Total pages : 350
  • ISBN : 9780080923048
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Summary : Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues ...

The Practice of Supply Chain Management Where Theory and Application Converge

The Practice of Supply Chain Management  Where Theory and Application Converge
  • Author : Terry P. Harrison,Hau L. Lee
  • Publisher : Springer Science & Business Media
  • Release Date : 2005-01-04
  • Total pages : 356
  • ISBN : 9780080923048
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Summary : For over a decade, there has been an increasing interest in the use of supply chain methods to improve performance across the entire business enterprise. Numerous industries have recognized the importance of efficient supply chain integration, and, as a result, supply chain management has become a standard part of business ...

ACCA Paper P4 Advanced Financial Management Practice and revision kit

ACCA Paper P4   Advanced Financial Management Practice and revision kit
  • Author : BPP Learning Media
  • Publisher : BPP Learning Media
  • Release Date : 2013-01-01
  • Total pages : 505
  • ISBN : 9780080923048
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Summary : The examiner-reviewed P4 Practice & Revision Kit provides invaluable guidance on how to approach the exam. Questions are grouped by key topic areas and integrated where appropriate. Three mock examinations provide ample opportunity to practise questions and marking schemes show you how the examiner awards marks....