Pricing, risk, and performance measurement in practice the building block approach to modeling instruments and portfolios
Financial models and portfolios are only as good as the software-based representations of them, and this book is the first to bridge the gap between the theory of financial pricing, risk and performance measurement and modeling, and actually implementing all this in a your firm's software syste...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Boston :
Academic Press
2009.
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| Edición: | 1st edition |
| Colección: | Elsevier and Mondo Visione world capital markets series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627443206719 |
| Sumario: | Financial models and portfolios are only as good as the software-based representations of them, and this book is the first to bridge the gap between the theory of financial pricing, risk and performance measurement and modeling, and actually implementing all this in a your firm's software systems. The authors are the developers of the European Central Bank's (ECB) standard for the description of financial instruments. The ECB has adopted this approach because it is an extremely flexible, innovative, yet logically simple and consistent way to accurately define and set up even very large numbers |
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| Notas: | Description based upon print version of record. |
| Descripción Física: | 1 online resource (399 p.) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9781282345133 9786612345135 9780080923048 |
