Artboard 33Artboard 16Artboard 18Artboard 13Artboard 42Artboard 21Artboard 4Artboard 5Artboard 45Artboard 22Artboard 7Artboard 42Artboard 23Artboard 12Artboard 28Artboard 17?Artboard 28Artboard 43Artboard 49Artboard 47Artboard 15Artboard 32Artboard 6Artboard 22Artboard 5Artboard 25Artboard 1Artboard 42Artboard 11Artboard 41Artboard 11Artboard 23Artboard 10Artboard 4Artboard 9Artboard 6Artboard 8Artboard 7Artboard 3Artboard 12Artboard 25Artboard 34Artboard 43Artboard 44Artboard 16Artboard 24Artboard 13Artboard 5Artboard 24Artboard 31Artboard 1Artboard 12Artboard 27Artboard 30Artboard 36Artboard 44Artboard 9Artboard 17Artboard 6Artboard 27Artboard 30Artboard 29Artboard 26Artboard 2Artboard 20Artboard 35Artboard 15Artboard 14Artboard 50Artboard 26Artboard 14Artboard 40Artboard 21Artboard 10Artboard 37Artboard 46Artboard 33Artboard 8
e-book
  • 1002755162
  • 1003059744

Pricing, Risk, and Performance Measurement in Practice: The Building Block Approach to Modeling Inst (Cód: 3032549)

Schwerdt,wolfgang; von Wendland,Marcelle

Academic Press Digital

Ooops! Este produto não está mais a venda.
Mas não se preocupe, temos uma versão atualizada para você.

Ooopss! Este produto está fora de linha, mas temos outras opções para você.
Veja nossas sugestões abaixo!

R$ 297,26

em até 9x de R$ 33,03 sem juros

Total:

Em até 1x sem juros de


Crédito:
Boleto:
Cartão Saraiva:

Total:

Em até 9x sem juros de


Pricing, Risk, and Performance Measurement in Practice: The Building Block Approach to Modeling Inst

R$297,26

Descrição

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.

Características

Peso 0.00 Kg
Produto sob encomenda Não
Marca Academic Press Digital
Número de Páginas 256 (aproximado)
Idioma 337
Acabamento e-book
Territorialidade Internacional
Formato Livro Digital Epub
Gratuito Não
Proteção Drm Sim
Tamanho do Arquivo 9209
Início da Venda 22/11/2012
Código do Formato Epub
Cód. Barras 9780080923048
Ano da edição 102009
Ano da Publicação 109
AutorSchwerdt,wolfgang; von Wendland,Marcelle