EDHEC Risk Books

The Handbook of Fixed Income Securities, Ninth Edition 9th Edition

by Frank Fabozzi (Author), Steven Mann (Author)

Summary The definitive guide to fixed income securities―updated and revised with everything you need to succeed in today’s market For nearly 40 years, The Handbook of Fixed Income...

McGraw Hill

2020

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Advances in Retirement Investing

MARTELLINI Lionel, MILHAU Vincent

To supplement replacement income provided by Social Security and employer­sponsored pension plans, individuals need to rely on their own saving and investment choices during accumulation. Once...

Editions: Cambridge University Press | Series: Elements in Quantitative Finance

2020

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Goal-based investing: Theory and practice

Romain Deguest, Lionel Martellini Vincent Milhau

Forthcoming World Scientific Publishing

2020

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Investment solutions

Lionel Martellini, Vincent Milhau

The aim of this textbook is to provide readers with an in-depth understanding of what an investment process would look like if it was to be grounded on intuitive and coherent first principles, and...

Forthcoming

2020

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Handbook of Green Finance

Jeffrey Sachs, Wing Thye Woo, Naoyuki Yoshino, Farhad Taghizadeh-Hesary

This handbook deals with various financial instruments, policies, and strategies in a policy-oriented approach for financing green energy projects. Recently, global investment in renewables and...

Springer Singapore

2019

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Bond Pricing and Yield Curve Modeling: A Structural Approach

Riccardo Rebonato

In this book, Riccardo Rebonato provides the theoretical foundations (no-arbitrage, convexity, expectations, risk premia) needed for the affine modeling of the government bond markets. He presents...

Cambridge University Press

2018

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Risk-Based and Factor Investing

Noël Amenc, Felix Goltz, Ashish Lodh, Romain Deguest, Lionel Martellini, Eric Shirbini

This book entitled "Risk-Based and Factor Investing" contains a compilation of recent articles written by leading academics and practitioners in this field. The articles introduce readers to some of...

ISTE Press - Elsevier

2015

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Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation

REBONATO Riccardo, DENEV Alexander

Portfolio Management under Stress offers a novel way to apply the well-established Bayesian-net methodology to the important problem of asset allocation under conditions of market distress or, more...

Cambridge University Press - pages

2013

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Coherent Stress Testing: A Bayesian Approach to the Analysis of Financial Stress

Riccardo Rebonato

In Coherent Stress Testing: A Bayesian Approach, industry expert Riccardo Rebonato presents a groundbreaking new approach to this important but often undervalued part of the risk management toolkit...

John Wiley & Sons

2010

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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies

Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet

In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and...

2006

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Portfolio Theory and Performance Analysis

Noel Amenc, Veronique Le Sourd

Summary For many years, asset management was considered to be a marginal activity, but today, it is central to the development of the financial industry throughout the world. Asset management's...

John Wiley & Sons

2003

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

Lionel Martellini, Philippe Priaulet, Stéphane Priaulet

This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics. The text...

John Wiley & Sons

2003

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Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond

Riccardo Rebonato

In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively...

Princeton University Press

2002

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Portfolio Theory & Performance Analysis

Noël Amenc, Véronique Le Sourd

In the last ten years, commercial and technical innovations have been increasingly prevalent within the asset management industry. It therefore seems essential to allow both practitioners and...

Economica

2002

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Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

Lionel Martellini, Philippe Priaulet

This book provides a thorough explanation of modern methods for pricing and hedging fixed-income securities (i.e. government bonds, corporate bonds, treasury bills, and interest rate derivatives, etc...

John Wiley & Sons

2001

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Quantitative Equity Portfolio Management

Noël Amenc, Véronique Le Sourd

Modern portfolio management theory has put forward quantitative approaches for measuring portfolio risk. Equities constitute a privileged realm of application for this theory. The book describes...

Economica

1998

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