Fixed income attribution / Andrew Colin

Author : Colin, Andrew
Rating :
Fixed income attribution / Andrew Colin...

In this book Andrew has shown he has a fundamental grasp of the problems and pitfalls associated wiht fixed income attribution. He clearly presents a number of different approaches to a difficult subject and, quite rightly os in my opinion, does not set out to pretend that one method is any better or any worse than any another. More of a recipe book than a prescription: it is up the reader to decide which is most appropriate to their needs. The style is easy to read, both with and without a detailed knowledge of maths. This book deserves to take pride of place as an attribution reference

Publisher : West Sussex : John Wiley & Sons
Publish Year : 2005
Page : xiv, 143 p
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