Pricing, Risk, and Performance Measurement in Practice: The Building Block Approach to Modeling Instruments and Portfolios

Pricing, Risk, and Performance Measurement in Practice: The Building Block Approach to Modeling Instruments and Portfolios

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Product Details

ISBN-13: 9780080923048
Publisher: Elsevier Science
Publication date: 10/22/2009
Series: Elsevier and Mondo Visione World Capital Markets
Sold by: Barnes & Noble
Format: NOOK Book
Pages: 398
File size: 10 MB

Table of Contents

PART I
1.0 Foreword 600
2.0 Introduction to Pricing, Risk and Performance Measurement 600
2.01 Who is the book for? 500
2.02 Foundations of Pricing 1,500
2.03 Risk Measurement Basics 1,500
2.04 Understanding Performance measurement 1,500

PART II
3.0 Approaches to Pricing 6000
4.0 Pricing Fixed Cash flows 10,000
5.0 Pricing Equity Cash flows 10,000
6.0 Pricing Derivative Cash flows 10,000
7.0 Putting it All Together: Pricing Complex Instruments 5,000

PART III
8.0 Approaches to Risk Measurement 10,000
9.0 Implementing VAR Risk Measurement 8,000
10.0 Implementing ETL Risk Measurement 8,000
11.0 Implementing Risk Measurement Reports 5,000

PART IV
12.0 Approaches to Performance Measurement 10,000
13.0 Implementing Portfolio Performance Measurement 10,000
14.0 Implementing Risk Adjusted Profit Measures 10,000

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