Cargando…
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. This comprehensive resource contains both theoretical and practical information...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester :
John Wiley & Sons,
2005.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000Mu 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn475936932 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr mn|---||||| | ||
| 008 | 091207s2005 xx o 000 0 eng d | ||
| 040 | |a EBLCP |b eng |e pn |c EBLCP |d OCLCQ |d MHW |d OCLCQ |d IDEBK |d OCLCQ |d DEBSZ |d UKDOC |d OCLCQ |d ZCU |d OCLCQ |d MERUC |d U3W |d OCLCO |d OCLCF |d OCLCQ |d ICG |d OCLCQ |d DKC |d AU@ |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d OCLCL | ||
| 020 | |a 9780470013588 |q (electronic bk.) | ||
| 020 | |a 0470013583 |q (electronic bk.) | ||
| 029 | 1 | |a DEBBG |b BV044080521 | |
| 029 | 1 | |a DEBSZ |b 396065368 | |
| 029 | 1 | |a DEBSZ |b 449069419 | |
| 035 | |a (OCoLC)475936932 | ||
| 050 | 4 | |a HG4650 .C65 2005eb | |
| 082 | 0 | 4 | |a 332.63/2044 |
| 049 | |a UAMI | ||
| 100 | 1 | |a Colin, Andrew. | |
| 245 | 1 | 0 | |a Fixed Income Attribution. |
| 260 | |a Chichester : |b John Wiley & Sons, |c 2005. | ||
| 300 | |a 1 online resource (163 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 520 | |a 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 contains both theoretical and practical information about running and understanding fixed income attribution, including the mathematics of attribution, practical limitations, benchmarks, presentation tools, and choosing and running an attribution system. | ||
| 505 | 0 | |a Fixed Income Attribution; Contents; Preface; Acknowledgements; A Note on Notation; 1 Attribution in the Investment Process; 2 Calculation of Returns; 3 Simple Attribution; 4 Yield Curves in Attribution; 5 Interest Rate Risk and Portfolio Management; 6 Measuring Changes in Yield Curves; 7 Converting Yield Movements into Performance; 8 The Hierarchy of Fixed Income Returns; 9 Yield Return and Coupon Return; 10 Treasury Curve Return; 11 Roll Return; 12 Credit Return; 13 Optionality Return; 14 Asset Allocation Return; 15 Other Sources of Return; 16 Worked Examples. | |
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Portfolio management. | |
| 650 | 0 | |a Rate of return. | |
| 650 | 6 | |a Gestion de portefeuille. | |
| 650 | 6 | |a Taux de rendement. | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Rate of return |2 fast | |
| 758 | |i has work: |a Fixed income attribution (Text) |1 https://id.oclc.org/worldcat/entity/E39PCXVTXjmBQtxqWWqTMBwq6X |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 1 | |z 9780470011751 | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=228611 |z Texto completo |
| 938 | |a 123Library |b 123L |n 6488 | ||
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL228611 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 27560 | ||
| 994 | |a 92 |b IZTAP | ||