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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies: 237 (The Wiley Finance Series)

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies: 237 (The Wiley Finance Series)

by Lionel Martellini (Author), Philippe Priaulet (Author), Phillipe Priaulet (Author), Stephane Priaulet (Author), Stéphane Priaulet (Author)

  • New

    Illustrated 2003

    $56.51
Synopsis

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 lecturer
  • 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

$56.51

Save:$3.15 (5%)

Quantity

10 in stock

More Information

Format: Illustrated
 Pages: 672
 Edition: 1
 Publisher: Wiley
Published: 28 May 2003
ISBN 10: 0470852771
ISBN 13: 9780470852774

Media Reviews
This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners. - Darrell Duffie, Stanford University
This is the most comprehensive theoretical treatment of the subject I've ever seen. - Mark Rubinstein, Haas School of Business, University of California
An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area. - Oldrich Alfons Vasicek, KMV Corporation

Author Bio
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 practitionersa journals. Formerly, he was head of fixed--income research in the Research and Innovation Department of HSBC--CCF. Stephanie 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.