Advanced Fixed-Income Investing Seminar - Instructors
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Lionel Martellini |
Lionel has consulted on risk management, alternative investment strategies, and performance benchmarks for various institutional investors, investment banks, and asset management firms, both in Europe and in the United States.
His research has been published in leading academic and practitioner journals, including Management Science, Review of Financial Studies, the Journal of Portfolio Management, the Journal of Fixed-Income, Financial Analysts Journal, and Risk.
He sits on the editorial board of the Journal of Portfolio Management and the Journal of Alternative Investments.
Lionel has co-authored reference texts on fixed-income management including the much-praised Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance) and Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Wiley Finance). He has also co-edited the recent Advanced Bond Portfolio Management (Frank Fabozzi Series, Wiley Finance).
He is regularly invited to deliver presentations at leading academic and industry conferences.
He holds graduate degrees in business administration, economics, statistics and mathematics, as well as a PhD in finance from the Haas School of Business at UC Berkeley.
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Philippe Priaulet |
Philippe has fifteen years of market experience. He joined Natixis in 2005 as head of global strategy and subsequently headed the relative value/product management team. Before that, he worked with HSBC-CCF as a fixed income strategist and vice-head of research and development.
Philippe’s expertise is in fixed-income management, derivatives pricing and hedging. His research has been published in leading academic and practitioners’ journals, including the Journal of Fixed-Income, the Journal of Bond Trading, and the Journal of Derivatives.
Philippe has co-authored reference texts on fixed-income management including the much-praised Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (Wiley Finance) and Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging (Wiley Finance). He has contributed chapters to four other books and co-edited the recent Advanced Bond Portfolio Management (Frank Fabozzi Series, Wiley Finance).
He holds graduate degrees in business administration, economics and international finance, statistics and mathematics, as well as a PhD in economics from University Paris Dauphine.
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Dominic O’Kane |
Before joining EDHEC and until 2006, Dominic worked for ten years with Lehman Brothers in London, where he was a managing director and ran the European fixed income quantitative research group. He had previously spent two years at Salomon Brothers.
Dominic’s expertise lies in the pricing and risk managing of credit derivatives. In 2005, he and his team were voted number one for quantitative credit research and modelling in an investor poll taken by Euromoney.
At EDHEC Business School, Dominic teaches the advanced credit modelling module in the MSc in Risk and Asset Management and contributes to the work of the EDHEC Risk and Asset Management Research Centre.
His research has been published in Finance and Stochastics and Risk. Dominic is the author of the noted Modelling Single-Name and Multi-Name Credit Derivatives (Wiley Finance). He has also contributed to The Handbook of Fixed Income Securities (McGraw-Hill Professional) and to Professional Perspectives on Fixed Income Portfolio Management (Wiley Finance).
Dominic has frequently lectured at industry conferences. He has a PhD in theoretical physics from the University of Oxford and a first-class degree in physics from Imperial College London.
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