(Ebook pdf) Fixed Income Attribution (The Wiley Finance Series)






#3073298 in eBooks 2010-01-15 2010-01-15File Name: B000PY4D1I

From the Back CoverUntil now, fixed income attribution has been seen as a complex and mathematically demanding topic. Despite its interest to the investment community, there has been little information available on the subject beyond the occasional research paper and internal interest-group publicaFixed 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 sys...


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