Mastering Attribution in Finance
PAYBACK Punkte
32 °P sammeln!
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 * Inc...
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