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| Forums > Moderators > Andrew Colin |
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Brought
up in Scotland, Andrew Colin was educated at Glasgow
Academy and Sussex University. In 1987 he
was awarded a PhD in Mathematics from St Andrews
University.
After holding a post-doctoral appointment, he
moved to Citibank London, heading research into
uses of artificial intelligence for foreign exchange
and futures trading. He moved to Australia
in 1993 to take up a post with the Commonwealth
Bank in Sydney. Andrew has since worked or consulted
for Zurich Funds Management, the Commonwealth
Bank, Suncorp Metway, Chubb Security, Arthur Andersen,
EDS, Alcatel and the Royal Australian Navy.
Dr Colin is currently Director of Fixed Income
Research for the Statpro Group plc, and Adjunct
Professor in the Faculty of Business at Queensland
University of Technology, Brisbane. He is the
author of ‘Fixed Income Attribution'. (John
Wileys & Sons, 2005).
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Fixed
Income Attribution (The Wiley Finance Series)
Until now, fixed income attribution has been seen as
a complex and mathematically demanding topic. Despite
its interest to the investment community, there has
been little information available on the subject beyond
the occasional research paper and internal interest-group
publication. Fixed Income Attribution fills this gap,
by showing how to break down the returns on a fixed
income portfolio by source of investment risk, in a
clear, accessible style.
Fixed Income Attribution
- Explains for the first time the theory and practice
of fixed income attribution in detail.
- Shows how to reveal the effects of multiple investment
decisions in fixed income portfolios, including yield
return, term structure effects, credit and liquidity
effects, and others.
- Contains both theoretical and practical information
about fixed income attribution, including the mathematics
of attribution, yield curve modeling, practical limitations,
benchmarks, presentation tools.
- Includes all the information you need, gathered in
one place. |
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