Description - Fixed-Income Securities by Lionel Martellini
This textbook is designed for fixed-income securities courses taught on MSc Finance and MBA courses, and contains numerous worked examples and Excel spreadsheets, with a building-block approach throughout. A key feature of the book is coverage of both traditional and alternative investment strategies in the fixed-income market. For example, it covers the modern strategies used by fixed-income hedge funds. The text is supported by a set of PowerPoint slides for use by the lecturer and includes in its topics: deriving the zero yield curve, deriving credit spreads, hedging, and interest rate and credit derivatives.
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(244mm x 188mm x 37mm)
John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
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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.