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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  • Author : BPP Learning Media
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  • ISBN : 9780080923048
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Summary : The examiner-reviewed P5 Revision Kit contains many past exam questions. It also includes an excellent 'Passing P5' section, which provides specific guidance relating to the exam. Areas the examiner favours, such as performance measures are emphasised. Also included are the examiner's own comments on past questions as well as ...

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Summary : Compiled by more than 300 of the world's leading professionals, visionaries, writers and educators, this is THE first-stop reference resource and knowledge base for finance. QFINANCE covers an extensive range of finance topics with unique insight, authoritative information, practical guidance and thought-provoking widsom. Unmatched for in-depth content, QFINANCE contains more than 2 ...

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