Mastering Attribution in Finance

R1376,17

Mastering Attribution in Finance is a comprehensive guide to how attribution is used in equity and fixed income markets.

 

As with all Mastering titles, this book is written by an expert in the field. The book:

  • Presents a structure overview of attribution in finance
  • Provides a complete mathematical toolkit, including all the necessary formulae
  • Covers all the key models, such as The Campisi model, Duration attribution, the Tim Lord model, key rate attribution, top-down attribution, Karnosky-Singer attribution model, Parametric and non-parametric yield curve models, Brinson attribution
  • Includes tricks and techniques for trading specific types of fixed income security

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Authors

Language

Publisher

ISBN

9781292114057

File Size

4.93 mb

Format

EPUB

Edition

1

Published

01-02-2016