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Fixed Income Attribution

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Publisher Blurb
For the first time, a book that details how to perform and understand fixed income attribution 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.

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Short Description.


Keyword Pages
asset allocation return
attribution return
attribution system
attribution yield curves
calculation or returns
change in yield curves
coupon return
credit return
FIA
Fixed Income attribution
fixed income returns
interest rate risk
investment process
portfolio management
roll return
simple attribution
treasury curve return
yield curves

Keyword Bestsellers

asset allocation return

attribution return

attribution system

attribution yield curves

calculation or returns

change in yield curves

coupon return

credit return

FIA

fixed income returns

interest rate risk

investment process

portfolio management

roll return

simple attribution

treasury curve return

yield curves

Fixed Income attribution

Risk Management Bestsellers
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