Rondanini

Financial Library

Curated · practitioner-grade · institutional tone

Books and discovery for people who operate markets—not skim them.

A specialist editorial library across the full range of financial instruments and institutional topics—rates, credit, FX, commodities, equities, derivatives, risk, regulation, quant methods, and treasury operations—with the same practitioner-grade bar throughout.

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Featured this month

Editorial picks with strong shelf identity.

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Featured

The Handbook of Fixed Income Securities

Eighth Edition

Frank Fabozzi · 2016 · McGraw-Hill

The Handbook of Fixed Income Securities provides a comprehensive examination of fixed income instruments, interest rate dynamics, and credit risk management. Authored by Frank Fabozzi, this extensive volume serves as a critical resource for finance professionals engaged in fixed income trading, analysis, and portfolio management.

  • Fixed income
  • Interest rates
  • Credit
Featured

What Bond Managers Need to Know, A Guide to Market Valuation and Risk

Darrell Duffie · 2012 · Princeton University Press

What Bond Managers Need to Know serves as a comprehensive guide for understanding market valuation and risk in fixed income investments. Authored by Darrell Duffie, this text is aimed at risk and portfolio managers seeking to enhance their expertise in interest rate dynamics and bond market operations.

  • Fixed income
  • Interest rates
FeaturedClassic

Interest Rate Models - Theory and Practice

Damiano Brigo · Fabio Mercurio · 2006 · Springer

This comprehensive text on interest rate models delves into both theoretical frameworks and practical applications, making it essential for practitioners in quantitative finance. Covering a wide range of derivatives and quantitative techniques, it serves as a vital resource for traders and quants focused on interest rate instruments.

  • Derivatives
  • Quantitative finance
  • Interest rates

New releases

Recently added to the catalogue.

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Classic

Fixed Income Securities

Bruce Tuckman · Angel Serrat · 2022 · John Wiley & Sons

Modern fixed income analytics and curve thinking.

  • Fixed income
  • Interest rates

Pricing and Trading Interest Rate Derivatives

A Practical Guide to Swaps

J. Hamish M. Darbyshire · 2022 · Aitch & Dee

A swaps trader’s bridge from curve building to book management: plain-vanilla and cross-currency IR swaps, risk, funding/CSA colour, and the distance between classroom models and how desks actually work. Third-edition material includes practical Python illustrations alongside the narrative.

  • Derivatives
  • Fixed income
  • Interest rates

Modern Computational Finance

Scripting for Derivatives and xVA

Antoine Savine · Jesper Andreasen · 2021 · John Wiley & Sons

Second volume: building professional derivative scripting systems—cash-flow representation, branching, American Monte Carlo hooks, and how scripting supports xVA-style portfolio interrogation. Written for quant devs and library architects who must ship maintainable payoff DSLs.

  • Derivatives
  • Risk management
  • Quantitative finance

Classics worth revisiting

Titles that still define how markets are discussed.

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Classic

Fixed Income Securities

Bruce Tuckman · Angel Serrat · 2022 · John Wiley & Sons

Modern fixed income analytics and curve thinking.

  • Fixed income
  • Interest rates
Classic

Introduction to Derivatives

John C. Hull · 2018 · John Wiley & Sons

John C. Hull's 'Introduction to Derivatives' is a comprehensive resource for understanding derivatives in the context of quantitative finance. This intermediate-level text covers a wide array of derivative instruments, including options, futures, and swaps, while emphasising the mathematical models and risk management techniques used in their valuation and trading.

  • Derivatives
  • Quantitative finance

Reading paths

Curated sequences across instruments and disciplines—rates, credit, risk, execution, and beyond.

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