Andrew Colin

Mastering Attribution in Finance (eBook, ePUB)

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

• Format: ePub

Produktbeschreibung

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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Produktdetails

• Verlag: Pearson HigherEducation
• Seitenzahl: 312
• Altersempfehlung: ab 18 Jahre
• Erscheinungstermin: 1. Februar 2016
• Englisch
• ISBN-13: 9781292114057
• Artikelnr.: 44864157

Autorenporträt

Andrew Colin is a leading authority in the field of investment performance attribution. He's worked at Citigroup, the Commonwealth Bank, Zurich Investment Management, JP Morgan, StatPro and Queensland University of Technology. He's also managed many consulting projects in defence and applied statistics.