Table of Contents: Fixed income attribution /

Corporate Author:	California Newsreel (Firm)
Format:	Book
Language:	English
Published:	Hoboken, NJ : Wiley, ©2005.
Series:	Wiley finance series
Subjects:	Fixed-income securities. Portfolio management. Rate of return. BUSINESS & ECONOMICS > Investments & Securities > General.
Online Access:	http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=130853

Table of Contents:

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.