Andrew Colin: Mastering Attribution in Finance, Kartoniert / Broschiert
Mastering Attribution in Finance
Buch
deliverable within 2-3 weeks (if available from supplier)
Previous price EUR 122.62, reduced by 25%
Current price: EUR 91.71
- Publisher:
- FT Publishing International, 09/2024
- Binding:
- Kartoniert / Broschiert
- Language:
- Englisch
- ISBN-13:
- 9781292114026
- Item number:
- 8255249
- Volume:
- 312 Pages
- Edition number:
- 24001
- Ausgabe:
- 1. Auflage
- Weight:
- 612 g
- Format:
- 236 x 165 mm
- Thickness:
- 23 mm
- Release date:
- 23.9.2024
- Note
-
Caution: Product is not in German language
Blurb
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
Biography
ANDREW COLIN is Fixed Income Research Director for the StatPro Group plc. He has previously worked or consulted for Citibank London, Zurich Investment Management, the Commonwealth Bank, Suncorp Metway, Chubb Security, Arthur Andersen, EDS, Alcatel and the Royal Australian Navy
Andrew Colin
Mastering Attribution in Finance
Previous price EUR 122.62, reduced by 25%
Current price: EUR 91.71
