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
