Pricing, risk, and performance measurement in practice : the building block approach to modeling instruments and portfolios
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London ; Burlington, Mass. :
Elsevier/MondoVisione ,
c2010
|
| Series: | The Elsevier and Mondo Visione world capital markets series
|
| Subjects: |
Table of Contents:
- 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