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Pricing Risk and Performance Measurement in Practice

Pricing  Risk  and Performance Measurement in Practice
  • Author : Wolfgang Schwerdt
  • Publsiher : Academic Press
  • Release : 22 October 2009
  • ISBN : 9780080923048
  • Pages : 398 pages
  • Rating : 4/5 from 21 ratings
GET THIS BOOKPricing Risk and Performance Measurement in Practice

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 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 BOOKPricing, 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


Investment Performance Measurement

Investment Performance Measurement
  • Author : Philip Lawton, CIPM,Todd Jankowski, CFA
  • Publisher : John Wiley & Sons
  • Release : 18 May 2009
GET THIS BOOKInvestment Performance Measurement

Investment Performance Measurement Over the past two decades, the importance of measuring, presenting, and evaluating investment performance results has dramatically increased. With the growth of capital market data services, the development of quantitative analytical techniques, and the widespread acceptance of Global Investment Performance Standards (GIPS®), this discipline has emerged as a central component of effective asset management and, thanks in part to the Certificate in Investment Performance Measurement (CIPM) program, has become a recognized area of specialization for investment professionals.


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 : 01 January 2012
GET THIS BOOKACCA Paper P5 - Advanced Performance Management Practice and revision kit

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 the examiner's own answers at the back of the Kit.


Performance Measurement in Finance

Performance Measurement in Finance
  • Author : John Knight
  • Publisher : Elsevier
  • Release : 10 July 2002
GET THIS BOOKPerformance 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


Streetwise

Streetwise
  • Author : Peter L. Bernstein,Frank J. Fabozzi
  • Publisher : Princeton University Press
  • Release : 08 February 1998
GET THIS BOOKStreetwise

Economist and money manager Peter Bernstein sought to encourage this exchange when, in 1974, he founded The Journal of Portfolio Management (JPM).


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 : 01 January 2010
GET THIS BOOKACCA Paper P4 - Advanced Financial Management Practice and Revision Kit

The Association of Chartered Certified Accountants (ACCA) is the global body for professional accountants. With over 100 years of providing world-class accounting and finance qualifications, the ACCA has significantly raised its international profile in recent years and now supports a BSc (Hons) in Applied Accounting and an MBA.BPP Learning Media is an ACCA Official Publisher. The new ACCA syllabus for paper P4 is about the practical application of financial theory to problems that managers face, such as investment appraisal, funding



Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management

Bank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management
  • Author : Jean Dermine
  • Publisher : McGraw Hill Professional
  • Release : 01 September 2009
GET THIS BOOKBank Valuation and Value-Based Management: Deposit and Loan Pricing, Performance Evaluation, and Risk Management

Bank Valuation & Value-Based Management provides bankers, bank regulators, auditors, and risk managers with foundational concepts and practical tools for effectively managing a bank. An expert in asset and liability management, European financial markets, and banking theory, Jean Dermine provides rigorous foundations to discuss asset and liability management at a global level, with an integrated focus on an institution’s banking book. He covers bank valuation, fund transfer pricing, deposit and loan pricing, risk management, and performance measurement, and addresses two


Advanced Financial Risk Management

Advanced Financial Risk Management
  • Author : Donald R. Van Deventer,Kenji Imai,Mark Mesler
  • Publisher : John Wiley & Sons
  • Release : 06 February 2013
GET THIS BOOKAdvanced Financial Risk Management

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 from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers,



Measuring and Managing Liquidity Risk

Measuring and Managing Liquidity Risk
  • Author : Antonio Castagna,Francesco Fede
  • Publisher : John Wiley & Sons
  • Release : 03 September 2013
GET THIS BOOKMeasuring and Managing Liquidity Risk

A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which


QFinance

QFinance
  • Author : Various Authors
  • Publisher : Bloomsbury USA
  • Release : 13 October 2009
GET THIS BOOKQFinance

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 million words of text, data analysis, critical summaries and bonus online content. Created by Bloomsbury Publishing in association with the Qatar Financial Centre (QFC) Authority, QFINANCE is the expert reference


Performance Measurement for Health System Improvement

Performance Measurement for Health System Improvement
  • Author : Peter C. Smith,Elias Mossialos,Irene Papanicolas,Sheila Leatherman
  • Publisher : Cambridge University Press
  • Release : 07 January 2010
GET THIS BOOKPerformance Measurement for Health System Improvement

In a world where there is increasing demand for the performance of health providers to be measured, there is a need for a more strategic vision of the role that performance measurement can play in securing health system improvement. This volume meets this need by presenting the opportunities and challenges associated with performance measurement in a framework that is clear and easy to understand. It examines the various levels at which health system performance is undertaken, the technical instruments and