书目

Fixed-Income Securities：Valuation, Risk Management and Portfolio Strategies (The 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.

丛书

Wiley Finance Series

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