Pricing, risk, and performance measurement in practice: the building block approach to modeling instruments and portfolios (Record no. 41000)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02649nmm a22002417c 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 170705t2010 xxu||||fo||d| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UDJG |
| Language of cataloging | rum |
| 041 ## - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 080 ## - UNIVERSAL DECIMAL CLASSIFICATION NUMBER | |
| Universal Decimal Classification number | 330.01/5195 22 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | SCHWERDT, Wolfgang |
| 9 (RLIN) | 9423 |
| 245 ## - TITLE STATEMENT | |
| Title | Pricing, risk, and performance measurement in practice: the building block approach to modeling instruments and portfolios |
| Medium | [resursă online] / |
| Statement of responsibility, etc. | Wolfgang Schwerdt, Marcelle von Wendland |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc. | Burlington : |
| Name of publisher, distributor, etc. | Elsevier, |
| Date of publication, distribution, etc. | 2010 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 resursă online |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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. |
| 648 ## - SUBJECT ADDED ENTRY--CHRONOLOGICAL TERM | |
| Source of heading or term | UDJG |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Source of heading or term | UDJG |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME | |
| Source of heading or term | UDJG |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | resursă online |
| Source of term | UDJG |
| -- | 38475 |
| 850 ## - HOLDING INSTITUTION | |
| Holding institution | UDJG |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="https://dspace.anelisplus.ro/xmlui/handle/123456789/1057935">https://dspace.anelisplus.ro/xmlui/handle/123456789/1057935</a> |
| Public note | Acces online la textul integral pe bază de cont și parolă de pe platforma ANELIS PLUS |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | E-Books |
| Source of classification or shelving scheme | Universal Decimal Classification |
No items available.