Fixed-income Securities by Lionel Martellini
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Fixed-income Securities
By Lionel Martellini

Fixed-income Securities

Valuation, Risk Management and Portfolio Strategies

By (author) See other recent books by Lionel Martellini See other recent books by Philippe Priaulet See other recent books by Stephane Priaulet
Format: Paperback

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Fixed-income Securities by Lionel Martellini

Book Description

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 a Hull--typea 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

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Book Details

ISBN: 9780470852774
ISBN-10: 0470852771
Format: Paperback
(245mm x 189mm x 36mm)
Pages: 662
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 28-May-2003
Country of Publication: United Kingdom

Other Editions...


Books By Author Lionel Martellini

Advanced Bond Portfolio Management by Lionel Martellini Advanced Bond Portfolio Management, Hardback (January 2006)

Indexing, Structured, and Active Bond Portfolio Management is a new and comprehensive fixed income book focused on the implementation of fixed income strategy. Key analytical concepts are tied to implementation through the use of data services such as Bloomberg.

Fixed-income Securities by Lionel Martellini Fixed-income Securities, Hardback (November 2000)

The pricing and hedging of fixed-income securities is technically more complicated than the pricing and hedging of equity instruments. The wide assortment of fixed-income products have different coupon structures, amortization, and fixed and/or floating rates.

» View all books by Lionel Martellini

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Author Biography - Lionel Martellini

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.

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