Pricing Risk and Performance Measurement in Practice

Pricing  Risk  and Performance Measurement in Practice
Author: Wolfgang Schwerdt,Marcelle von Wendland
Publsiher: Academic Press
Total Pages: 398
Release: 2009-10-22
Genre: Business & Economics
ISBN: 0080923046

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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.

Outlines and Highlights for Pricing Risk and Performance Measurement in Practice

Outlines and Highlights for Pricing  Risk  and Performance Measurement in Practice
Author: Cram101 Textbook Reviews
Publsiher: Academic Internet Pub Incorporated
Total Pages: 152
Release: 2010-12-01
Genre: Education
ISBN: 1617443077

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Never HIGHLIGHT a Book Again! Virtually all of the testable terms, concepts, persons, places, and events from the textbook are included. Cram101 Just the FACTS101 studyguides give all of the outlines, highlights, notes, and quizzes for your textbook with optional online comprehensive practice tests. Only Cram101 is Textbook Specific. Accompanys: 9780123745217 .

Practical Risk Adjusted Performance Measurement

Practical Risk Adjusted Performance Measurement
Author: Carl R. Bacon
Publsiher: Unknown
Total Pages: 0
Release: 2021-10
Genre: Business & Economics
ISBN: 1119838886

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A practitioner's guide to ex-post performance measurement techniques Risk within asset management firms has an undeserved reputation for being an overly complex, mathematical subject. This book simplifies the subject and demonstrates with practical examples that risk is perfectly straightforward and not as complicated as it might seem. Unlike most books written on portfolio risk, which generally focus on ex-ante risk from an academic perspective using complicated language and no worked examples, this book focuses on ex-post risk from a buy side, asset management, risk practitioners pe.

Business Performance Measurement

Business Performance Measurement
Author: Andy Neely
Publsiher: Cambridge University Press
Total Pages: 386
Release: 2002-03-07
Genre: Business & Economics
ISBN: 052180342X

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A multidisciplinary book on performance measurement that will appeal to students, researchers and managers.

Essays on Performance Measurement and Risk Pricing

Essays on Performance Measurement and Risk Pricing
Author: Gordon Schulze
Publsiher: Unknown
Total Pages: 0
Release: 2022*
Genre: Electronic Book
ISBN: OCLC:1369151547

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Investment Performance Measurement

Investment Performance Measurement
Author: William Bain
Publsiher: Woodhead Publishing
Total Pages: 226
Release: 1996-02-28
Genre: Business & Economics
ISBN: 1855731959

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This book is split into four distinct sections to provide a complete account of investment performance measurement. The first section examines the development of the concept of performance measurement with the evolution of benchmarks and the increasing sophistication of performance analysis. The practical implications of performance measurement are tackled in the second section, with particular emphasis on the calculations that can be used to derive a rate of return for a fund and risk is also examined in detail. The third section covers the performance measurement of pension funds over the last 25 years and the lessons that can be learned about the investment performance and measurement process. The final section considers the future prospects for performance measurement and proposes potential future directions for the measurement of investment performance.

Practical Risk Adjusted Performance Measurement

Practical Risk Adjusted Performance Measurement
Author: Carl R. Bacon
Publsiher: John Wiley & Sons
Total Pages: 320
Release: 2021-10-22
Genre: Business & Economics
ISBN: 9781119838876

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Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one In the newly revised Second Edition of Practical Risk-Adjusted Performance Measurement, accomplished risk and investment expert Carl R. Bacon delivers an insightful, accessible, and real-world guide to ex-post risk measurement. The author bridges the gap between theory and practice, showing you how to apply the former to the latter without introducing unnecessary mathematical complexity. The book describes the fundamentals of risk in the asset management context and the descriptive statistics used to describe it. It builds on that foundation with detailed examinations of concepts like regression, drawdown, and partial moments, before moving on to topics like fixed income risk and Prospect Theory. With helpful additions that include recently developed measures of risk, supplementary explanatory sections, and six brand-new chapters, this book also offers: A practical classification of all ex-post risk measures and how they connect to one another An explanation of how risk-adjusted performance measures impact performance fees A discussion of risk measure dashboard designs Instructions on how appraisal measures should be used for manager selection Perfect for portfolio managers, asset owners, risk controllers, and investment performance analysts, Practical Risk-Adjusted Performance Measurement is an indispensable resource for anyone looking for a hands-on exploration of the buy-side, asset management perspective.

Trend Following with Managed Futures

Trend Following with Managed Futures
Author: Alex Greyserman,Kathryn Kaminski
Publsiher: John Wiley & Sons
Total Pages: 464
Release: 2014-08-26
Genre: Business & Economics
ISBN: 9781118891025

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An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. Written for investors and investment managers, Trend Following with Managed Futures offers an insightful overview of both the basics and theoretical foundations for trend following. The book also includes in-depth coverage of more advanced technical aspects of systematic trend following. The book examines relevant topics such as: Trend following as an alternative asset class Benchmarking and factor decomposition Applications for trend following in an investment portfolio And many more By focusing on the investor perspective, Trend Following with Managed Futures is a groundbreaking and invaluable resource for anyone interested in modern systematic trend following.