Mastering Attribution in Finance

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 t...

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Detalles Bibliográficos
Otros Autores: Colin, Andrew, author (author)
Formato: Libro electrónico
Idioma:Inglés
Publicado: FT Publishing International 2016.
Edición:1st edition
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009630028706719
Descripción
Sumario: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
Descripción Física:1 online resource (312 pages)