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Author Schwerdt, Wolfgang.

Title Pricing, Risk, and Performance Measurement in Practice : the Building Block Approach to Modeling Instruments and Portfolios. [O'Reilly electronic resource]

Imprint Burlington : Elsevier, 2009.
To Access:
Available on O’Reilly for Public Libraries
Bookmark link: https://library.naperville-lib.org:444/record=b3152787~S1
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Description 1 online resource (398 pages).
Series The Elsevier and Mondo Visione World Capital Markets
Elsevier and Mondo Visione World Capital Markets.
Summary Provides practical steps and actual code that users can take to build their own financial instruments, and measure and model risk and performance from simple instruments to complex portfolios.
Contents Front cover; Title page; Copyright page; Table of contents; About the Authors; Preface; Acknowledgements; Chapter 1: Introducing Model Implementation with the Building Block Method; Chapter 2: Introducing the Building Block Data Model; Chapter 3: Modelling Financial Instruments; Chapter 4: Introduction to Practical Valuation; Chapter 5: Implementing Valuation Models; Chapter 6: Introduction to Practical Risk Modelling; Chapter 7: Implementing Risk Models; Chapter 8: Introducing Performance Measurement; Chapter 9: Implementing Performance Models; Chapter 10: Understanding Valuation Theory.
Bibliography Includes bibliographical references and index.
Subject Finance -- Mathematical models.
Financial instruments.
Econometrics.
Finances -- Modèles mathématiques.
Économétrie.
Econometrics
Finance -- Mathematical models
Financial instruments
Added Author Von Wendland, Marcelle.
Other Form: 9780123745217
ISBN 9780080923048 (electronic bk.)
0080923046 (electronic bk.)
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