Series: The Elsevier and Mondo Visione World Capital Markets

The Elsevier and Mondo Visione World Capital Markets Series consists of books that cover the developments in the capital markets, as well as basic texts introducing the markets to those working directly or indirectly in the capital markets. The Series Editor is Herbie Skeete.
Book Series: Pricing, Risk, and Performance Measurement in Practice

Most recent volume

Volume . Pricing, Risk, and Performance Measurement in Practice

Published: 16th October 2009 Authors: Wolfgang Schwerdt Marcelle von Wendland

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.

Additional volumes

Managing Financial Information in the Trade Lifecycle

Published: 2nd May 2008 Author: Martijn Groot

MDDL and the Quest for a Market Data Standard

Published: 22nd August 2007 Author: Martin Christopher Sexton

Market Data Explained

Published: 2nd October 2006 Author: Marc Alvarez