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 The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.

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.

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.

Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the investment decision process, enabling money managers to calculate return, understand the behaviour of a portfolio of assets, communicate with clients and determine how performance can be improved. Focusing on the practical use and calculation of performance returns rather than the academic background, Practical Portfolio Performance Measurement and Attribution provides a clear guide to the role and implications of these methods in today's financial environment, enabling readers to apply their knowledge with immediate effect. Fully updated from the first edition, this book covers key new developments such as fixed income attribution, attribution of derivative instruments and alternative investment strategies, leverage and short positions, risk-adjusted performance measures for hedge funds plus updates on presentation standards. The book covers the mathematical aspects of the topic in an accessible and practical way, making this book an essential reference for anyone involved in asset management.

MASTERING BUSINESS IN ASIA CORPORATE GOVERNANCE "A good book for all company directors, CEOs, managers and government regulators. It highlights the growing importance of good corporate governance at a macro and micro level. Peter Wallace & John Zinkin's book illustrates clearly the corporate governance implications on different enterprises, Markets, and geographies with special emphasis from he shareholder's point of view. Particularly helpful are the details on how companies can implement a good corporate governance. This book is very comprehensive and is highly recommended for every executive looking to maintain exemplary governance and ethics in their organization." —Kai Nargolwala, Group Executive Director, Standard Chartered Bank "Businesses in competitive local and global markets increasingly use their commitment to corporate governance to differentiate themselves. The authors provide a useful road map to this future. Building on the best in Asia's business traditions, this book will help Asian businesses position themselves at the forefront of corporate social responsibility." —Rachel Kyte, Director, Environment & Social Development Department, International Finance Corporation "...They are to be congratulated for going beyond most other writers who set out to describe governance with little or no attention to the importance of the environment...." —Dr. John Carver, Creator of Policy Governance

Government policies, marketing campaigns of banks, insurance companies, and other financial institutions, and consumers' protective actions all depend on assumptions about consumer financial behavior. Unfortunately, many consumers have no or little knowledge of budgeting, financial products, and financial planning. It is therefore important that organizations and market authorities know why consumers spend, borrow, insure, invest, and save for their retirement - or why they do not. Understanding Consumer Financial Behavior provides a systemic economic and behavioral approach to the way people handle their finances. It discusses the different types of financial behaviors consumers may engage in and explores the psychological explanations for their behavior and choices. This exciting new book is essential reading for scholars of marketing, finance, and management; financial professionals; and consumer policy makers.