Fixed-Income Securities by P-Wiley


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									Fixed-Income Securities
Author: Lionel Martellini
Author: Philippe Priaulet
Author: Stéphane Priaulet

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
Author Bio
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. <br>

Philippe Priaulet
<br>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. <br>

Stéphane Priaulet
<br>Stéphanie 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.<br>

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