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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Paperback)

Usually despatched within 3 weeks.


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

BusinessEconomicsFinancial crises & disastersBusinessFinance & accountingAccountingAccounting: study & revision guidesBusinessFinance & accountingFinanceBanking & finance: study & revision guidesBusinessFinance & accountingFinanceCredit & credit institutionsBusinessFinance & accountingFinanceInvestment & securities Publisher: John Wiley & Sons Inc Publication Date: 28/05/2003 ISBN-13: 9780470852774  Details: Type: Paperback Format: Books
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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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