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

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 com...

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Bibliographic Details

Main Author:	Schwerdt, Wolfgang
Corporate Author:	ScienceDirect (Online service)
Other Authors:	Wendland, Marcelle von
Format:	eBook
Language:	English
Published:	London ; Burlington, Mass. : Elsevier/MondoVisione, ©2010.
Series:	Elsevier and Mondo Visione world capital markets series.
Subjects:	Econometrics. Finance > Mathematical models. Économétrie. Finances > Modèles mathématiques. BUSINESS & ECONOMICS > Econometrics. BUSINESS & ECONOMICS > Statistics. Econometrics Finance > Mathematical models Electronic books.
Online Access:	Connect to the full text of this electronic book