Pricing Risk and Performance Measurement in Practice

Produk Detail:
  • Author : Wolfgang Schwerdt
  • Publisher : Academic Press
  • Pages : 398 pages
  • ISBN : 9780080923048
  • Rating : /5 from reviews
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Download or Read online Pricing Risk and Performance Measurement in Practice full in PDF, ePub and kindle. this book written by Wolfgang Schwerdt and published by Academic Press which was released on 22 October 2009 with total page 398 pages. We cannot guarantee that Pricing Risk and Performance Measurement in Practice book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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 : 22 October 2009
GET THIS BOOK Pricing Risk and Performance Measurement in Practice

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

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 : 01 December 2010
GET THIS BOOK Outlines and Highlights for Pricing Risk and Performance Measurement in Practice

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 .

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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 sources. It comprises over 25 chapters covering the range of risks your organization might face including financial, strategic, operational risks. It offers you over 20 practical step-by-step guides on the required steps

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  • Release : 16 September 2021
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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 e-commerce, speeding the flow of goods and services; "intangible" assets, such as intellectual property, whose value is difficult to quantify; and the activites of policymakers around the world to update

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GET THIS BOOK The Practice of Supply Chain Management Where Theory and Application Converge

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 practice. The focus of the book is on supply chain practice, but supply chain practice that has been heavily influenced by supply chain research. It is this synergy between research

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  • Publisher : BPP Learning Media
  • Release : 01 January 2013
GET THIS BOOK ACCA Paper P4 Advanced Financial Management Practice and revision kit

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  • Release : 10 July 2002
GET THIS BOOK Performance Measurement in Finance

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 in Finance addresses this central issue. The topics covered include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The book also surveys and