Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios

Bibliographic Details
Main Authors: Schwerdt, Wolfgang (Author), Wendland, Marcelle Von (Author)
Format: Book
Language:English
Published: London ; Burlington, Mass. : Elsevier/MondoVisione , c2010
Series:The Elsevier and Mondo Visione world capital markets series
Subjects:

MARC

LEADER 00000cam a2200000 7i4500
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005 20110214.0
008 100718s2010 enk eng
020 |a 0123745217 
020 |a 9780123745217 
090 0 0 |a HB139   |b .S39 2010 
100 1 |a Schwerdt, Wolfgang ,   |e author 
245 1 0 |a Pricing, risk, and performance measurement in practice :   |b the building block approach to modeling instruments and portfolios   |c Wolfgang Schwerdt, Marcelle Von Wendland 
260 |a London ;   |a Burlington, Mass. :   |b Elsevier/MondoVisione ,   |c c2010 
300 |a xx, 377 p. :   |b ill. ;   |c 25 cm. 
440 4 |a The Elsevier and Mondo Visione world capital markets series 
504 |a Includes bibliographical references and index 
505 0 |a 1.Introducing model implementation with the building black method -- 2. Introducing the building block data model -- 3. Modelling financial instruments -- 4. Introduction to practical valuation -- 5. Implementing valuation models -- 6. Introduction to practical risk modelling -- 7. Implementing risk models -- 8. Introducing performance measurement -- 9. Implementing performance models -- 10. Understanding valuation theory 
650 0 |a Econometrics 
650 0 |a Finance   |x Mathematical models 
700 1 |a Wendland, Marcelle Von ,   |e author 
999 |a 1000135122   |b Book   |c OPEN SHELF (30 DAYS)   |e Gong Badak Campus