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About this product
- DescriptionThis textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a 'Hull--type' book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.
- Author BiographyLionel 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.
- Author(s)Lionel Martellini,Philippe Priaulet,Stephane Priaulet
- PublisherJohn Wiley and Sons Ltd
- Date of Publication28/05/2003
- GenreFinance & Accounting
- Series TitleWiley Finance Series
- Place of PublicationChichester
- Country of PublicationUnited Kingdom
- ImprintJohn Wiley & Sons Ltd
- Content NoteIllustrations
- Weight1226 g
- Width189 mm
- Height245 mm
- Spine36 mm
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Thanks, we'll look into this.