Mastering Attribution in Finance - A practitioner's guide to risk-based analysis of investment returns

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