A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution

$25.00

This paper presents a new decomposition algorithm that is robust and straightforward to understand, and that
does not have the drawbacks of existing techniques.

Authors: Andrew Colin Ph.D., Matthew Cubilie and Frederic Bardoux

SKU: Summer200610-4-2 Category: Tags: , ,

Description

This paper presents a new decomposition algorithm that is robust and straightforward to understand, and that does not have the drawbacks of existing techniques.

A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution

Reviews

There are no reviews yet.

Only logged in customers who have purchased this product may leave a review.