Mastering Attribution in Finance

Book 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

Product information

  • Title: Mastering Attribution in Finance
  • Author(s): Andrew Colin
  • Release date: February 2016
  • Publisher(s): FT Publishing International
  • ISBN: 9781292114057