pricing risk and performance measurement in practice

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Pricing, Risk, and Performance Measurement in Practice
Author : Wolfgang Schwerdt,Marcelle von Wendland
Publisher : Academic Press
Release Date : 2009-10-22
ISBN 10 : 9780080923048
Pages : 398 pages
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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.

ACCA Paper P5 - Advanced Performance Management Practice and revision kit
Author : BPP Learning Media
Publisher : BPP Learning Media
Release Date : 2012-01-01
ISBN 10 : 1445324296
Pages : 545 pages
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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
Author : John Knight
Publisher : Elsevier
Release Date : 2002-07-10
ISBN 10 : 0080497632
Pages : 365 pages
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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 critiques existing methodologies of performance measurement and covers new innovative approaches to performance measurement. The contributors to the text include both academics and practitioners providing comprehensive coverage of the topic areas. Performance Measurement in Finance is all about how to effectively measure financial performance of the fund manager and investment house managers, what measures need to be put in place and technically what works and what doesn't. It covers risk, and what's acceptable and what isn't, how, in short, to manage risk. Includes practical information to enable Investment/Portfolio Managers to understand and evaluate fund managers, the funds themselves, and Investment firms Provides a full overview of the topic as well as in-depth technical analysis

Streetwise
Author : Peter L. Bernstein,Frank J. Fabozzi
Publisher : Princeton University Press
Release Date : 1998-02-08
ISBN 10 : 9780691011288
Pages : 321 pages
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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
Author : BPP Learning Media
Publisher : BPP Learning Media
Release Date : 2010-01-01
ISBN 10 : 0751782564
Pages : 440 pages
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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 policies, risk management, growth, organic or through mergers and acquisitions and dividend policy. The paper also covers crucial issues such as corporate governance and ethical and environmental aspects of financial policy.The practice and revision kit contains a large number of examination style questions by key topic and integrated where appropriate together with three mock examinations, one of which is the ACCA's pilot paper.BPP Learning Media is the publisher of choice for many ACCA students and tuition providers worldwide. Join them and plug into a world of expertise in ACCA exams.

Advanced Financial Risk Management
Author : Donald R. Van Deventer,Kenji Imai,Mark Mesler
Publisher : John Wiley & Sons
Release Date : 2013-02-06
ISBN 10 : 1118278550
Pages : 350 pages
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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, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial field.

QFinance
Author : Various Authors
Publisher : Bloomsbury USA
Release Date : 2009-10-13
ISBN 10 : 9781849300001
Pages : 2200 pages
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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 resource for finance professionals, academics, students, journalists and writers. QFINANCE: The Ultimate Resource Special Features: Best Practice and Viewpoint Essays – Finance leaders, experts and educators address how to resolve the most crucial issues and challenges facing business today. Finance Checklists – Step-by-step guides offer problem-solving solutions including hedging interest-rate risk, governance practices, project appraisal, estimating enterprise value and managing credit ratings. Calculations and Ratios – Essential mathematical tools include how to calculate return on investment, return on shareholders’ equity, working capital productivity, EVA, risk-adjusted rate of return, CAPM, etc. Finance Thinkers and Leaders – Illuminating biographies of 50 of the leading figures in modern finance including Joseph De La Vega, Louis Bachelier, Franco Modigliani, Paul Samuelson, and Myron Scholes Finance Library digests –Summaries of more than 130 key works ranging from “Against the Gods” to “Portfolio Theory & Capital Markets” and “The Great Crash”. Country and Sector Profiles – In-depth analysis of 102 countries and 26 sectors providing essential primary research resource for direct or indirect investment. Finance Information Sources – A select list of the best resources for further information on finance and accounting worldwide, both in print and online, including books, journal articles, magazines, internet, and organizations Finance Dictionary – A comprehensive jargon-free, easy-to-use dictionary of more than 9,000 finance and banking terms used globally. Quotations – More than 2,000 business relevant quotations. Free access to QFinance Online Resources (www.qfinance.com): Get daily content updates, podcasts, online events and use our fully searchable database.

Budget of the United States Government
Author : United States. Office of Management and Budget
Publisher : N.A
Release Date : 1999
ISBN 10 :
Pages : 329 pages
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Measuring and Managing Liquidity Risk
Author : Antonio Castagna,Francesco Fede
Publisher : John Wiley & Sons
Release Date : 2013-09-03
ISBN 10 : 1119990661
Pages : 600 pages
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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 can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.

Risk
Author : N.A
Publisher : N.A
Release Date : 2005
ISBN 10 :
Pages : 329 pages
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Journal of Actuarial Practice
Author : N.A
Publisher : N.A
Release Date : 1999
ISBN 10 :
Pages : 329 pages
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The Journal of Lending & Credit Risk Management
Author : N.A
Publisher : N.A
Release Date : 1998
ISBN 10 :
Pages : 329 pages
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