Schwerdt Wolfgang (EN) — Pricing, Risk, and Performance Measurement in Practice

Тут можно читать онлайн книгу Schwerdt Wolfgang (EN) - Pricing, Risk, and Performance Measurement in Practice - бесплатно полную версию (целиком). Жанр книги: Иностранная литература. Вы можете прочесть полную версию (весь текст) онлайн без регистрации и смс на сайте Lib-King.Ru (Либ-Кинг) или прочитать краткое содержание, аннотацию (предисловие), описание и ознакомиться с отзывами (комментариями) о произведении.

Pricing, Risk, and Performance Measurement in Practice
Язык книги: Английский
Прочитал книгу? Поставь оценку!
0 0

Pricing, Risk, and Performance Measurement in Practice краткое содержание

Pricing, Risk, and Performance Measurement in Practice - описание и краткое содержание, автор Schwerdt Wolfgang (EN), читать бесплатно онлайн на сайте электронной библиотеки Lib-King.Ru.

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 instrumentsBenefit: The reader can rely on accurate and valid information about describing financial instrumentsFeature: The authors have developed an approach for pricing and analyzing any financial instrument using a limited set of atomic instrumentsBenefit: 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 portfoliosBenefit: 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 - читать онлайн бесплатно полную версию (весь текст целиком)

Pricing, Risk, and Performance Measurement in Practice - читать книгу онлайн бесплатно, автор Schwerdt Wolfgang (EN)

Поделиться книгой

Оставить отзыв