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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.
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.
Fixed-income securities
Valuation, Risk Management and Portfolio Strategies
Lionel Martellini, Philippe Priaulet and Stéphane Priaulet
This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suitable to MBA, MSc and final-year undergraduate students in Finance and related topics.
The text offers an accessible and detailed account of interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies, and illustrates how various types of derivative securities can be used to shift the risk associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market, and the techniques for valuing bonds. In addition, explanation is given of state-of-the-art techniques for bond portfolio management, including:
With numerous worked examples covering valuation, risk management and portfolio strategies and imaginative discussion of important topics such as deriving the zero yield curve, deriving credit spreads, and hedging interest rate risk, the text provides an accessible route into the complex worlds of fixed-income securities.
The authors have produced a work of the very highest quality. As focused as it is comprehensive,this is a superb contribution to the literature . . .
—Moorad Choudhry, VP, Structured Finance Services, JPMorgan Chase Bank, Senior Fellow, Centre for Mathematical Trading and Finance, CASS Business School, London.
The authors have written a fantastic textbook that combines rigorous theory with market practice, giving fixed-income students access to the important developments of the last twenty years. This will become the standard textbook for any serious MBA course on fixed-income.
—Pedro Santa-Clara, Anderson School of Management, University of California, Los Angeles.
Supplementary materials for lecturers and students (including a syllabus, course web page, PowerPoint slides, solutions to problems, and Excel illustrations) can be found at the following website: http://www.wiley.co.uk/martellini
Please visit our website at www.wileyfinance.com
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Spese di spedizione:
EUR 2,80
In U.S.A.
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