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Deutsche
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For the first time, a book that details how to perform and understand fixed income attribution Fixed 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.

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Keywords
asset allocation return
attribution return
attribution system
attribution yield curves
calculation or returns
change in yield curves
coupon return
credit return
FIA
Fixed Income attribution
fixed income returns
interest rate risk
investment process
portfolio management
roll return
simple attribution
treasury curve return
yield curves

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John Wiley And Sons

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