When half of a thriller is written from the perspective of an egomaniacal sculptor -- cum -- serial killer who methodically tortures whole families, takes casts of their bodies at the height of their terror, and turns them into acclaimed works of art -- well, it's a lot for any reader to swallow. And yet ''Parade ''goes down easy. Real easy. Nykanen, a former investigative journalist, has a reporter's eye, so we believe his heroine, a grounded sculptor -- cum -- art professor, would actually take in a stray rottweiler. Oddly, the book's best chills don't come from the killer -- so solipsistic he borders on the banal -- but from one of his victims. Known only as Diamond Girl, she's brazen, perverse, and just enough of a mystery to keep her captor, and us, wickedly in her thrall.