Pricing  Risk  and Performance Measurement in Practice Book

Pricing Risk and Performance Measurement in Practice


  • Author : Wolfgang Schwerdt
  • Publisher : Academic Press
  • Release Date : 2009-10-22
  • Genre: Business & Economics
  • Pages : 398
  • ISBN 10 : 0080923046
  • Total Read : 71
  • File Size : 5,6 Mb

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Pricing 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.

Outlines and Highlights for Pricing  Risk  and Performance Measurement in Practice Book

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
  • Genre: Education
  • Pages : 152
  • ISBN 10 : 1617443077
  • Total Read : 92
  • File Size : 19,8 Mb

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Outlines and Highlights for Pricing Risk and Performance Measurement in Practice 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 .

Practical Risk adjusted Performance Measurement Book

Practical Risk adjusted Performance Measurement


  • Author : Carl R. Bacon
  • Publisher : John Wiley & Sons
  • Release Date : 2021-12-01
  • Genre: Business & Economics
  • Pages : 320
  • ISBN 10 : 9781119838845
  • Total Read : 69
  • File Size : 19,7 Mb

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Practical Risk adjusted Performance Measurement Summary:

Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished risk and investment expert Carl R. Bacon delivers an insightful, accessible, and real-world guide to ex-post risk measurement. The author bridges the gap between theory and practice, showing you how to apply the former to the latter without introducing unnecessary mathematical complexity. The book describes the fundamentals of risk in the asset management context and the descriptive statistics used to describe it. It builds on that foundation with detailed examinations of concepts like regression, drawdown, and partial moments, before moving on to topics like fixed income risk and Prospect Theory. With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers: A practical classification of all ex-post risk measures and how they connect to one another An explanation of how risk-adjusted performance measures impact performance fees A discussion of risk measure dashboard designs Instructions on how appraisal measures should be used for manager selection Perfect for portfolio managers, asset owners, risk controllers, and investment performance analysts, Practical Risk-Adjusted Performance Measurement is an indispensable resource for anyone looking for a hands-on exploration of the buy-side, asset management perspective.

Trend Following with Managed Futures Book

Trend Following with Managed Futures


  • Author : Alex Greyserman
  • Publisher : John Wiley & Sons
  • Release Date : 2014-08-26
  • Genre: Business & Economics
  • Pages : 464
  • ISBN 10 : 9781118891025
  • Total Read : 88
  • File Size : 10,5 Mb

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Trend Following with Managed Futures 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 trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.

Business Performance Measurement Book
Score: 5
From 1 Ratings

Business Performance Measurement


  • Author : Andy Neely
  • Publisher : Cambridge University Press
  • Release Date : 2002-03-07
  • Genre: Business & Economics
  • Pages : 366
  • ISBN 10 : 052180342X
  • Total Read : 59
  • File Size : 19,9 Mb

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Business Performance Measurement Summary:

A multidisciplinary book on performance measurement that will appeal to students, researchers and managers.

ACCA Paper P5   Advanced Performance Management Practice and revision kit Book

ACCA Paper P5 Advanced Performance Management Practice and revision kit


  • Author : BPP Learning Media
  • Publisher : BPP Learning Media
  • Release Date : 2013-01-01
  • Genre: Business & Economics
  • Pages : 601
  • ISBN 10 : 9781445369587
  • Total Read : 71
  • File Size : 13,7 Mb

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ACCA Paper P5 Advanced Performance Management Practice and revision kit Summary:

The examiner-reviewed P5 Practice and Revision Kit provides invaluable guidance on how to approach the exam and contains past ACCA exam questions for you to try. The examiner has emphasised that simply understanding the advantages and disadvantages of different performance management approaches will not be sufficient to pass the exam. You must apply specific knowledge to the scenarios in the exam questions. The questions in the Practice and Revision Kit reflect the scenario-based questions you will find on the exam.

Risk Management in General Dental Practice Book

Risk Management in General Dental Practice


  • Author : Raj Rattan
  • Publisher : Quintessenz Verlag
  • Release Date : 2019-09-03
  • Genre: Medical
  • Pages : 164
  • ISBN 10 : 9781850973331
  • Total Read : 84
  • File Size : 9,5 Mb

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Risk Management in General Dental Practice Summary:

The need for an effective risk-management strategy for the dental profession has never been greater as dentists face the dual challenges of regulation and legislation and cope with the heightened expectations of an informed public. This book explores the many facets of risk management, including consent, ethical issues, effective communication, complaint resolution, and risk assessment.

Approaches to Enterprise Risk Management Book

Approaches to Enterprise Risk Management


  • Author : Bloomsbury Publishing
  • Publisher : Bloomsbury Publishing
  • Release Date : 2010-07-01
  • Genre: Business & Economics
  • Pages : 240
  • ISBN 10 : 9781849300278
  • Total Read : 96
  • File Size : 5,8 Mb

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Approaches to Enterprise Risk Management 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 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 to cope with any detrimental event that could impact on your company's financial health. There are also a range of checklists including Balancing Hedging Objectives with Accounting Rules (FAS 133) , Creating a Risk Register, What Is Forensic Auditing? And Managing and Auditing the Risk of Business Interruption, Captive Insurance Companies: How to Reduce Your Costs, Hedging Credit Risk-Case Studies and Strategies.