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

图书标准信息

• 作者 Lionel、Philippe（菲利普·帕里奥莱特）、Stephane Priaulet（斯特凡·帕裏奥莱特） 著
• 出版社 Wiley
• 出版时间 2011-01
• ISBN 9780470852774
• 定价 803.50元
• 装帧 平装
• 开本 其他
• 纸张 胶版纸
• 页数 662页
• 正文语种 英语
• 丛书 Wiley Finance Series

【内容简介】

Thistextbookisdesignedforfixed-incomesecuritiescoursestaughtonMScFinanceandMBAcourses,andcontainsnumerousworkedexamplesandExcelspreadsheets,withabuilding-blockapproachthroughout.Akeyfeatureofthebookiscoverageofbothtraditionalandalternativeinvestmentstrategiesinthefixed-incomemarket.Forexample,itcoversthemodernstrategiesusedbyfixed-incomehedgefunds.ThetextissupportedbyasetofPowerPointslidesforusebythelecturerandincludesinitstopics:derivingthezeroyieldcurve,derivingcreditspreads,hedging,andinterestrateandcreditderivatives.

【作者简介】

LionelMartelliniisanassistantProfessorofFinanceattheMarshallSchoolofBusiness,UniversityofSouthernCalifornia,whereheteachesfixed-incomesecuritiesattheMBAlevel.HeisalsoaresearchassociateattheEDHECRiskandAssetManagementResearchCenter,andamemberoftheeditorialboardsofTheJournalofBondTrainingandManagementandTheJournalofAlternativeInvestments.PhilippePriauletisafixed-incomestrategistinchargeofderivativesstrategiesforHSBC.Hisexpertiseisrelatedtofixed-incomeassetmanagementandderivativespricingandhedging,andhisresearchhasbeenpublishedinleadingacademicandpractitioners'journals.Formerly,hewasheadoffixed-incomeresearchintheResearchandInnovationDepartmentofHSBC-CCF.StephaniePriauletisaseniorindexportfoliomanagerintheStructuredAssetManagementDepartmentatAXAInvestmentManagers.Previously,hewasheadofqualitativeengineeringinTheFixedIncomeResearchDepartmentatAXAInvestmentManagers.Healsoteachesfixed-incomesecuritiesasapart-timelecturerattheUniversityParisDauphine.HeisamemberoftheeditorialboardofTheJournalofBondTradingandManagement,wherehehaspublishedseveralresearchpapers.