Edhec-Risk
Finance
Handbook of Finance, 3 Volume Set

Authors: Editor: Frank J. Fabozzi
Editions: Wiley
Pages: 2714 pages
Date: August 2008
 
 
 
Summary
The Handbook of Finance is a comprehensive 3-volume set that covers both established and cutting-edge theories and developments in finance and investing. Edited by Frank Fabozzi, this set includes valuable insights from global financial experts as well as academics with extensive experience in this field.

Organised by topic, this comprehensive resource contains complete coverage of essential issues—from portfolio construction and risk management to fixed income securities and foreign exchange—and provides readers with a balanced understanding of today’s dynamic world of finance.
  • Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets.

  • Volume II: Investment Management and Financial Management focuses on the theories, decisions, and implementations aspects associated with both financial management and investment management.

  • Volume III Valuation, Financial Modeling, and Quantitative Tools contains the most comprehensive coverage of the analytical tools, risk measurement methods, and valuation techniques currently used in the field of finance.
Several members of EDHEC-Risk Institute have contributed chapters to the handbook:

  • Volume II

    Part 1 — Investment Management:

    • Asset Allocation:
    Asset Allocation and Portfolio Construction; Noël Amenc, Felix Goltz, Lionel Martellini, Véronique Le Sourd

    • Performance Analysis:
    Introduction to Performance Analysis; Noël Amenc, Felix Goltz, Lionel Martellini, Véronique Le Sourd

  • Volume III

    Part 1 — Risk Management:

    • General Principles
    Risk Management for Asset Management Firms; Noël Amenc, Jean-René Giraud, Lionel Martellini, Véronique Le Sourd

    Part 4 — Valuation:

    • Derivatives Valuation
    Credit Default Swaps Valuation; Ren-Raw Chen, Frank J. Fabozzi, Dominic O'Kane
About the Authors:

  • Noël Amenc is Finance Professor at EDHEC Business School, and Director of EDHEC-Risk Institute
  • Jean-René Giraud was Director of Development, EDHEC-Risk Institute at the time of writing, now Research Associate
  • Felix Goltz was Senior Research Engineer, EDHEC-Risk Institute at the time of writing, now Head of Applied Research
  • Véronique Le Sourd is Senior Research Engineer, EDHEC-Risk Institute
  • Lionel Martellini is Finance Professor at EDHEC Business School, and Scientific Director of EDHEC-Risk Institute
  • Dominic O'Kane is Affiliated Professor at EDHEC Business School
Mark J. Anson, President and Executive Director, Investment Service, Nuveen Investments at the time of writing, and member of the international advisory board of the EDHEC-Risk Institute, has also authored a number of chapters in the handbook, notably on the topics of fixed income and inflation derivatives, alternative investments, corporate finance, credit risk modeling and analysis, and valuing commodity, foreign exchange, and real estate products.

Since August 2011, Frank J. Fabozzi is Professor of Finance at EDHEC Business School.
 
 

URL for this document:
http://www.edhec-risk.com/edhec_publications/books/RISKBook.2008-11-24.4541

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