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
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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 ...

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 ...

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 : 2012-01-01
  • Total pages : 545
  • 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 ...

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....

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,John J. Neale
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-04-11
  • 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 ...

Performance Measurement in Finance

Performance Measurement in Finance
  • Author : John Knight
  • Publisher : Elsevier
  • Release Date : 2002-07-10
  • Total pages : 365
  • ISBN : 9780080923048
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Summary : The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not universally accepted. Performance Measurement ...

Thailand

Thailand
  • Author : International Monetary Fund. Monetary and Capital Markets Department
  • Publisher : International Monetary Fund
  • Release Date : 2019-10-24
  • Total pages : 258
  • ISBN : 9780080923048
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Summary : This Detailed Assessment of Observance on the Basel Core Principles (BCP) for effective banking supervision on Thailand highlights that there have been significant enhancements to the legal framework and the supervisory process since the last BCP review, resulting in high compliance. The commercial banking sector appears to be sound and ...

Streetwise

Streetwise
  • Author : Peter L. Bernstein,Frank J. Fabozzi
  • Publisher : Princeton University Press
  • Release Date : 2021-07-13
  • Total pages : 325
  • ISBN : 9780080923048
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Summary : Streetwise brings together classic articles from the publication that helped revolutionize the way Wall Street does business. During the recession of the early 1970s, investment professionals turned to the theories of a small band of mathematical economists, whose ideas on such topics as portfolio development and risk management eventually led ...

Risk Management

Risk Management
  • Author : Sergio M. Focardi,Caroline Jonas
  • Publisher : John Wiley & Sons
  • Release Date : 1998-01-15
  • Total pages : 226
  • ISBN : 9780080923048
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Summary : Risk management is one of the most critical areas in investment and finance-especially in today's volatile trading environment. With Risk Management: Framework, Methods, and Practice you'll learn about risk management across industries through firsthand, real life war stories rather than mathematical formulas. Concise and readable, it covers both the theoretical ...

Contracts Performance Measurements and Accountability in the Public Sector

Contracts  Performance Measurements  and Accountability in the Public Sector
  • Author : Gavin Drewry,Carsten Greve,Thierry Tanquerel
  • Publisher : IOS Press
  • Release Date : 2005
  • Total pages : 185
  • ISBN : 9780080923048
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Summary : This book addresses issues to do with public accountability, audit and performance measurement that are both highly topical and of crucial importance to the theory and practice of public administration in an era of contractualized public management. The literature on public sector contracting - covering both 'hard' agreements (ones that ...

The Routledge Companion to Accounting and Risk

The Routledge Companion to Accounting and Risk
  • Author : Margaret Woods,Philip Linsley
  • Publisher : Taylor & Francis
  • Release Date : 2017-03-27
  • Total pages : 310
  • ISBN : 9780080923048
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Summary : To date, there has been little consideration of the many different ways in which accounting and risk intersect, despite organisations being more determined than ever to build resilience against potential risks. This comprehensive volume overcomes this gap by providing an overview of the field, drawing together current knowledge of risk ...

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....