Fixed Income Attribution
Andrew Colin
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Description for Fixed Income Attribution
Hardcover. Despite a profound lack of information, interest in fixed income investment is very high. Fund managers are looking to improve their knowledge and capabilities in this area to ensure they can measure the effects of their decisions have adequate risk control and hedging capabilities and keep up with their competitors. This work covers this topic. Series: Wiley Finance Series. Num Pages: 162 pages, Illustrations 26 cm. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 253 x 177 x 18. Weight in Grams: 462.
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.
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.
Product Details
Format
Hardback
Publication date
2005
Publisher
John Wiley & Sons Inc United Kingdom
Number of pages
162
Condition
New
Series
Wiley Finance Series
Number of Pages
176
Place of Publication
New York, United States
ISBN
9780470011751
SKU
V9780470011751
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Andrew Colin
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 is Adjunct Professor in the Faculty of Business at Queensland University of Technology, Brisbane, and holds a ... Read more
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