Fixed Income Attribution (The Wiley Finance Series) |



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Fixed Income Attribution (The Wiley Finance Series)
By Andrew Colin


* Publisher: Wiley
* Number Of Pages: 162
* Publication Date: 2005-03-18
* ISBN-10 / ASIN: 0470011750
* ISBN-13 / EAN: 9780470011751
* Binding: Hardcover



Product 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.



Summary: Overview
Rating: 4

Good overview of fixed income attribution. Discusses in general different attribution methodologies. I was hoping that the author would\'ve discussed duration-based attribution in more detail. However, the purpose of my purchase was to get an overview of the topic which the author successfully achieved.

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