Business & Economics Books:

Mastering Attribution in Finance

A practitioner's guide to risk-based analysis of investment returns
Click to share your rating 0 ratings (0.0/5.0 average) Thanks for your vote!

Format:

Paperback / softback
$205.99
Available from supplier

The item is brand new and in-stock with one of our preferred suppliers. The item will ship from a Mighty Ape warehouse within the timeframe shown.

Usually ships in 2-3 weeks

Buy Now, Pay Later with:

4 payments of $51.50 with Afterpay Learn more

Availability

Delivering to:

Estimated arrival:

  • Around 28 May - 7 Jun using International Courier

Description

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

Author Biography:

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.
Release date Australia
December 16th, 2015
Author
Audience
  • Professional & Vocational
Pages
312
Dimensions
156x230x20
ISBN-13
9781292114026
Product ID
24144799

Customer reviews

Nobody has reviewed this product yet. You could be the first!

Write a Review

Marketplace listings

There are no Marketplace listings available for this product currently.
Already own it? Create a free listing and pay just 9% commission when it sells!

Sell Yours Here

Help & options

Filed under...