ENGLISH

Fixed Income Attribution

By Andrew Colin

Book information

Publisher
Wiley
Year
2005
ISBN
0470011750, 9780470011751, 9780470013588
Open Library ID
OL24250911M
Language
english
Format
PDF
Filesize
5 MB (4865205 bytes)
Series
The Wiley Finance Series
Edition
1
Pages
143\162
Topic
Economy
Library
Mexmat
Time added
2011-02-23 10:11:24

Description

Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. Fixed Income Attribution has been written to fill this tremendous void. This comprehensive resource contains both theoretical and practical information about running and understanding fixed income attribution, including the mathematics of attribution, practical limitations, benchmarks, presentation tools, and choosing and running an attribution system. Filled with insightful examples and expert advice, Fixed Income Attribution is the perfect source of information for those working in this complex environment.

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