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

Author: Wolfgang Schwerdt; Marcelle von Wendland
Publisher: London ; Burlington, Mass. : Elsevier/MondoVisione, ©2010.
Series: Elsevier and Mondo Visione world capital markets series.
Edition/Format:   Print book : EnglishView all editions and formats
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? This book builds a  Read more...

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Document Type: Book
All Authors / Contributors: Wolfgang Schwerdt; Marcelle von Wendland
ISBN: 9780123745217 0123745217
OCLC Number: 319689884
Description: xx, 377 pages : illustrations ; 25 cm.
Contents: Introducing model implementation with the building block method --
Introducing the building block data model --
Modelling financial instruments --
Introduction to practical valuation --
Implementing valuation models --
Introduction to practical risk modelling --
Implementing risk models --
Introducing performance measurement --
Implementing performance measurement --
Implementing performance models --
Understanding valuation theory --
Building block data model.
Series Title: Elsevier and Mondo Visione world capital markets series.
Responsibility: Wolfgang Schwerdt, Marcelle von Wendland.
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