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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 |
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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 |