Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios - Schwerdt, Wolfgang; Wendland, Marcelle Von (London ; Burlington, Mass. : Elsevier/MondoVisione, 2010)
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
Includes bibliographical references and index
Keywords: Econometrics; Finance -- Mathematical models