Mastering Attribution in Finance Mastering Attribution in Finance
The Mastering Series

Mastering Attribution in Finance

A Practitioner'S Guide To Risk-Based Analysis Of Investment Returns

    • 67,99 €
    • 67,99 €

Publisher Description

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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GENRE
Business & Personal Finance
RELEASED
2016
1 February
LANGUAGE
EN
English
LENGTH
270
Pages
PUBLISHER
Pearson Education
SIZE
11
MB

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