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Fixed–Income Securities: Valuation, Risk Management and Portfolio Strategies: The Wiley Finance Series

Autor Lionel Martellini, Philippe Priaulet, Stéphane Priaulet
en Limba Engleză Paperback – 27 mai 2003
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. * The text will be supported by a set of PowerPoint slides for use by the lecturer0 * First textbook designed for students written on fixed-income securities - a growing market * Contains numerous worked examples throughout * Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
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Specificații

ISBN-13: 9780470852774
ISBN-10: 0470852771
Pagini: 662
Ilustrații: Illustrations
Dimensiuni: 189 x 246 x 36 mm
Greutate: 1.23 kg
Editura: Wiley
Seria The Wiley Finance Series

Locul publicării:Chichester, United Kingdom

Public țintă

Finance Practitioners including Risk Managers, Traders, Financial Engineers

Notă biografică

Lionel Martellini is an assistant Professor of Finance at the Marshall School of Business, University of Southern California, where he teaches "fixed-income securities" at the MBA level. He is also a research associate at the EDHEC Risk and Asset Management Research Center, and a member of the editorial boards of The Journal of Bond Training and Management and The Journal of Alternative Investments. Philippe Priaulet is a fixed-income strategist in charge of derivatives strategies for HSBC. His expertise is related to fixed-income asset management and derivatives pricing and hedging, and his research has been published in leading academic and practitioners' journals. Formerly, he was head of fixed-income research in the Research and Innovation Department of HSBC-CCF. St¿anie Priaulet is a senior index portfolio manager in the Structured Asset Management Department at AXA Investment Managers. Previously, he was head of qualitative engineering in The Fixed Income Research Department at AXA Investment Managers. He also teaches "fixed-income securities" as a part-time lecturer at the University Paris Dauphine. He is a member of the editorial board of The Journal of Bond Trading and Management, where he has published several research papers.

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Descriere

This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a 'Hull--type' book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.