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| 001 |
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230502s2005 njua ob 001 0 eng d |
| 005 |
20260214211401.7 |
| 020 |
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|a 9781118673560 (electronic bk.)
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| 020 |
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|a 1118673565 (electronic bk.)
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|z 0470011750
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|z 9780470011751
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|a (NhCcYBP)wil6007436
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|a NhCcYBP
|b eng
|c NhCcYBP
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| 050 |
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|a HG4650
|b .C65 2005
|
| 082 |
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4 |
|a 332.63/2044
|2 22
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| 100 |
1 |
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|a Colin, Andrew.
|
| 245 |
1 |
0 |
|a Fixed income attribution /
|c Andrew Colin.
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| 260 |
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|a Hoboken, NJ :
|b Wiley,
|c ©2005.
|
| 300 |
|
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|a 1 online resource (xiv, 143 pages : :
|b illustrations.)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
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| 337 |
|
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Wiley finance series
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a Attribution in the Investment Process -- Calculation of Returns -- Simple Attribution -- Yield Curves in Attribution -- Interest Rate Risk and Portfolio Management -- Measuring Changes in Yield Curves -- Converting Yield Movements into Performance -- The Hierarchy of Fixed Income Returns -- Yield Return and Coupon Return -- Treasury Curve Return -- Roll Return -- Credit Return -- Optionality Return -- Asset Allocation Return -- Other sources of return -- Worked Examples -- Implementing an Attribution System -- Fixed Income Benchmarks -- Presenting Attribution Results -- Beyond Fixed Income Attribution -- Appendix A: Derivation of the Normal Equations for a Least Squares Fit.
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| 520 |
8 |
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|a Annotation
|b For the first time, a book that details how to perform and understand fixed income attributionFixed 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. Numerous fund managers and banks are looking to expand their knowledge and capabilities in this area, and Fixed Income Attribution contains all the information they need in one text. 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. Filled with insightful examples and expert advice, Fixed Income Attribution is the perfect source of information for those working in this complex environment. Andrew Colin, PhD (Brisbane, Australia), Managing Director, StatPro Australia and Adjunct Professor in the Faculty of Business at Queensland University of Technology, Brisbane, was educated at Glasgow Academy and Sussex University. He moved to Citibank London, heading research into uses of artificial intelligence for foreign exchange and futures trading.
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| 588 |
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|a Description based on print version record.
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| 650 |
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0 |
|a Fixed-income securities.
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| 650 |
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0 |
|a Portfolio management.
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| 650 |
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0 |
|a Rate of return.
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| 776 |
0 |
8 |
|c Original
|z 0470011750
|z 9780470011751
|w (DLC) 2004023806
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| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u http://proxy.library.tamu.edu/login?url=https://onlinelibrary.wiley.com/book/10.1002/9781118673560
|z Connect to the full text of this electronic book
|t 0
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| 955 |
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|a Wiley EBA record
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| 975 |
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|p Wiley UBCM Full Collection 2026
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|s 1858cf78-6297-4969-b43f-c31f7c2c828e
|i 8ac6d423-9bce-4a97-9db7-1a20b5d8d167
|t 0
|
| 952 |
f |
f |
|a Texas A&M University
|b College Station
|c Electronic Resources
|s evans_pda
|d Available Online
|t 0
|e HG4650 .C65 2005
|h Library of Congress classification
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| 998 |
f |
f |
|a HG4650 .C65 2005
|t 0
|l Available Online
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