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Book Categories |
| 1 | Attribution in the investment process | 3 |
| 2 | Calculation of returns | 11 |
| 3 | Simple attribution | 23 |
| 4 | Yield curves in attribution | 35 |
| 5 | Interest rate risk and portfolio management | 45 |
| 6 | Measuring changes in yield curves | 51 |
| 7 | Converting yield movements into performance | 65 |
| 8 | The hierarchy of fixed income returns | 73 |
| 9 | Yield return and coupon return | 75 |
| 10 | Treasury curve return | 79 |
| 11 | Roll return | 83 |
| 12 | Credit return | 87 |
| 13 | Optionality return | 95 |
| 14 | Asset allocation return | 97 |
| 15 | Other sources of return | 101 |
| 16 | Worked examples | 105 |
| 17 | Implementing an attribution system | 111 |
| 18 | Fixed income benchmarks | 115 |
| 19 | Presenting attribution results | 121 |
| 20 | Beyond fixed income attribution | 133 |
| App. A | Derivation of the normal equations for a least squares fit | 137 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Johan Bernat
reviewed Fixed Income Attribution (Wiley Finance Series) on March 28, 2013
Fixed Income Attribution (Wiley Finance Series)
Knight's book can be hard to find, but this is some of the best original work distinguishing risk from uncertainty - the "known unknowns" versus the "unknown unknowns." If you are interested in resilience, systems thinking, or some of the fatal flaws in many approaches to finance, this is important stuff.
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Add Fixed Income Attribution (Wiley Finance Series), 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, Fixed Income Attribution (Wiley Finance Series) to the inventory that you are selling on WonderClubX
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Add Fixed Income Attribution (Wiley Finance Series), 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, Fixed Income Attribution (Wiley Finance Series) to your collection on WonderClub |
