Pricing  Risk  and Performance Measurement in Practice Book

Pricing Risk and Performance Measurement in Practice


  • Author : Wolfgang Schwerdt
  • Publisher : Academic Press
  • Release Date : 2009-10-22
  • Genre: Business & Economics
  • Pages : 398
  • ISBN 10 : 0080923046

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Pricing Risk and Performance Measurement in Practice Excerpt :

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 Book

Outlines and Highlights for Pricing Risk and Performance Measurement in Practice


  • Author : Cram101 Textbook Reviews
  • Publisher : Academic Internet Pub Incorporated
  • Release Date : 2010-12-01
  • Genre: Education
  • Pages : 152
  • ISBN 10 : 1617443077

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Outlines and Highlights for Pricing Risk and Performance Measurement in Practice Excerpt :

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 Book

Practical Risk Adjusted Performance Measurement


  • Author : Carl R. Bacon
  • Publisher : John Wiley & Sons
  • Release Date : 2021-10-18
  • Genre: Business & Economics
  • Pages : 327
  • ISBN 10 : 9781119838845

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Practical Risk Adjusted Performance Measurement Excerpt :

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 Book

Trend Following with Managed Futures


  • Author : Alex Greyserman
  • Publisher : John Wiley & Sons
  • Release Date : 2014-08-26
  • Genre: Business & Economics
  • Pages : 464
  • ISBN 10 : 9781118891025

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Trend Following with Managed Futures Excerpt :

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.

Business Performance Measurement Book
Score: 5
From 1 Ratings

Business Performance Measurement


  • Author : Andy Neely
  • Publisher : Cambridge University Press
  • Release Date : 2002-03-07
  • Genre: Business & Economics
  • Pages : 386
  • ISBN 10 : 052180342X

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Business Performance Measurement Excerpt :

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

ACCA Paper P5   Advanced Performance Management Practice and revision kit Book

ACCA Paper P5 Advanced Performance Management Practice and revision kit


  • Author : BPP Learning Media
  • Publisher : BPP Learning Media
  • Release Date : 2013-01-01
  • Genre: Business & Economics
  • Pages : 601
  • ISBN 10 : 9781445369587

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ACCA Paper P5 Advanced Performance Management Practice and revision kit Excerpt :

The examiner-reviewed P5 Practice and Revision Kit provides invaluable guidance on how to approach the exam and contains past ACCA exam questions for you to try. The examiner has emphasised that simply understanding the advantages and disadvantages of different performance management approaches will not be sufficient to pass the exam. You must apply specific knowledge to the scenarios in the exam questions. The questions in the Practice and Revision Kit reflect the scenario-based questions you will find on the exam.

Risk Management in General Dental Practice Book

Risk Management in General Dental Practice


  • Author : Raj Rattan
  • Publisher : Quintessenz Verlag
  • Release Date : 2019-09-03
  • Genre: Medical
  • Pages : 164
  • ISBN 10 : 9781850973331

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Risk Management in General Dental Practice Excerpt :

The need for an effective risk-management strategy for the dental profession has never been greater as dentists face the dual challenges of regulation and legislation and cope with the heightened expectations of an informed public. This book explores the many facets of risk management, including consent, ethical issues, effective communication, complaint resolution, and risk assessment.

Approaches to Enterprise Risk Management Book

Approaches to Enterprise Risk Management


  • Author : Bloomsbury Publishing
  • Publisher : Bloomsbury Publishing
  • Release Date : 2010-07-01
  • Genre: Business & Economics
  • Pages : 240
  • ISBN 10 : 9781849300278

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Approaches to Enterprise Risk Management Excerpt :

Approaches to Enterprise Risk Management is a multi-author book written by leading experts in the field of risk management including Aswath Damodoran, John C. Groth and David Shimko. It is a valuable tool that enables you to assess the potential business threats, both from within your organization and from external sources. It comprises over 25 chapters covering the range of risks your organization might face including financial, strategic, operational risks. It offers you over 20 practical step-by-step guides on the required steps to cope with any detrimental event that could impact on your company's financial health. There are also a range of checklists including Balancing Hedging Objectives with Accounting Rules (FAS 133) , Creating a Risk Register, What Is Forensic Auditing? And Managing and Auditing the Risk of Business Interruption, Captive Insurance Companies: How to Reduce Your Costs, Hedging Credit Risk-Case Studies and Strategies.

Approaches to Enterprise Risk Management Book

Approaches to Enterprise Risk Management


  • Author : Bloomsbury Information Ltd.
  • Publisher : A&C Black
  • Release Date : 2010-07-01
  • Genre: Business & Economics
  • Pages : 242
  • ISBN 10 : 9781849300032

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Approaches to Enterprise Risk Management Excerpt :

In the current climate, it is essential to identify risk exposure across a firm to mitigate or minimise potential threats to its financial health. Approaches to Enterprise Risk Management is a multi-author volume encompassing best-practice approaches in a range of activities, written by leading experts in the field of risk management.

Advanced Financial Risk Management Book

Advanced Financial Risk Management


  • Author : Donald R. Van Deventer
  • Publisher : John Wiley & Sons
  • Release Date : 2013-02-06
  • Genre: Business & Economics
  • Pages : 892
  • ISBN 10 : 9781118278550

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Advanced Financial Risk Management Excerpt :

Practical tools and advice for managing financial risk, updated for a post-crisis world Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions. It explains, in detailed yet easy-to-understand terms, the analytics of these issues from A to Z, and lays out a comprehensive strategy for risk management measurement, objectives, and hedging techniques that apply to all types of institutions. Written by experienced risk managers, the book covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models. Revised and updated with lessons from the 2007-2010 financial crisis, Advanced Financial Risk Management outlines a framework for fully integrated risk management. Credit risk, market risk, asset and liability management, and performance measurement have historically been thought of as separate disciplines, but recent developments in financial theory and computer science now allow these views of risk to be analyzed on a more integrated basis. The book presents a performance measurement approach that goes far beyond traditional capital allocation techniques to measure risk-adjusted shareholder value creation, and supplements this strategic view of integrated risk with step-by-step tools and techniques for constructing a risk management system that achieves these objectives. Practical tools for managing risk in the financial world Updated to include the most recent events that have influenced risk management Topics covered include the basics of present value, forward rates, and interest rate compounding; American vs. European fixed income options; default probability models; prepayment models; mortality models; and alternatives to the Vasicek model Comprehensive and in-depth, Advanced Financial Risk Management is an essential resource for anyone working in the financial fie

The Practice of Supply Chain Management  Where Theory and Application Converge Book

The Practice of Supply Chain Management Where Theory and Application Converge


  • Author : Terry P. Harrison
  • Publisher : Springer Science & Business Media
  • Release Date : 2006-04-11
  • Genre: Business & Economics
  • Pages : 356
  • ISBN 10 : 9780387272757

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The Practice of Supply Chain Management Where Theory and Application Converge Excerpt :

For over a decade, there has been an increasing interest in the use of supply chain methods to improve performance across the entire business enterprise. Numerous industries have recognized the importance of efficient supply chain integration, and, as a result, supply chain management has become a standard part of business practice. The Practice of Supply Chain Management: Where Theory and Application Converge is a must-have volume for users of supply chain management methods, supply chain management researchers, and students in supply chain management. The objective of the book is to provide an overview of this important practice-research cycle, and it is organized into three sections: Core Concepts and Practices; Emerging Supply Chain Practices; and Supply Chain in Action. The focus of the book is on supply chain practice, but supply chain practice that has been heavily influenced by supply chain research. It is this synergy between research and practice that continues to simulate new directions for research.

Performance Measurement in Finance Book

Performance Measurement in Finance


  • Author : John Knight
  • Publisher : Elsevier
  • Release Date : 2002-07-10
  • Genre: Business & Economics
  • Pages : 365
  • ISBN 10 : 9780080497631

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Performance Measurement in Finance Excerpt :

The distinction between out-performance of an Investment fund or plan manager vs rewards for taking risks is at the heart of all discussions on Investment fund performance measurement of fund managers. This issue is not always well-understood and the notion of risk adjusting performance is not universally accepted. Performance Measurement in Finance addresses this central issue. The topics covered include evaluation of investment fund management, evaluation of the investment fund itself, and stock selection performance. The book also surveys and critiques existing methodologies of performance measurement and covers new innovative approaches to performance measurement. The contributors to the text include both academics and practitioners providing comprehensive coverage of the topic areas. Performance Measurement in Finance is all about how to effectively measure financial performance of the fund manager and investment house managers, what measures need to be put in place and technically what works and what doesn't. It covers risk, and what's acceptable and what isn't, how, in short, to manage risk. Includes practical information to enable Investment/Portfolio Managers to understand and evaluate fund managers, the funds themselves, and Investment firms Provides a full overview of the topic as well as in-depth technical analysis

Thailand Book

Thailand


  • Author : International Monetary Fund. Monetary and Capital Markets Department
  • Publisher : International Monetary Fund
  • Release Date : 2019-10-24
  • Genre: Business & Economics
  • Pages : 258
  • ISBN 10 : 9781513517599

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Thailand Excerpt :

This Detailed Assessment of Observance on the Basel Core Principles (BCP) for effective banking supervision on Thailand highlights that there have been significant enhancements to the legal framework and the supervisory process since the last BCP review, resulting in high compliance. The commercial banking sector appears to be sound and stable with a diversified lending profile and a steady source of funding. The involvement of other ministerial authorities in Specialized Financial Institutions supervision may affect standard-setting processes and the mindset of key decision makers for commercial banks when trying to level regulatory standards. The supervisory framework and practices provide the foundation for the continued development of risk-based supervision. Notifications and examination manuals increasingly focus on analysis of qualitative factors such as governance, risk management and risk appetite statements to determine the bank’s composite rating. The report recommends that efficiency of enforcement actions would be increased by aligning Financial Institutions Business Act requirements and Bank of Thailand internal practices.

ACCA Paper P4   Advanced Financial Management Practice and revision kit Book

ACCA Paper P4 Advanced Financial Management Practice and revision kit


  • Author : BPP Learning Media
  • Publisher : BPP Learning Media
  • Release Date : 2013-01-01
  • Genre: Business & Economics
  • Pages : 505
  • ISBN 10 : 9781445369570

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ACCA Paper P4 Advanced Financial Management Practice and revision kit Excerpt :

The examiner-reviewed P4 Practice & Revision Kit provides invaluable guidance on how to approach the exam. Questions are grouped by key topic areas and integrated where appropriate. Three mock examinations provide ample opportunity to practise questions and marking schemes show you how the examiner awards marks.

Performance Measurement and Management Control Book

Performance Measurement and Management Control


  • Author : Marc J. Epstein
  • Publisher : Emerald Group Publishing
  • Release Date : 2018-09-07
  • Genre: Business & Economics
  • Pages : 272
  • ISBN 10 : 9781787564718

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Performance Measurement and Management Control Excerpt :

This volume contains exemplary papers that were presented at the 2017 Conference on Performance Measurement and Management Control in Nice, France, by researchers in the field from North America, South America, Africa, Europe, and Asia.