The Building Block Approach to Modeling Instruments and Portfolios
by
Wolfgang Schwerdt, Marcelle von Wendland
Language: English
Release Date: October 22, 2009
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...