John Wiley & Sons · 2022
Fixed Income Securities
Tools for today’s markets
Level · Institutional / advanced
Editorial summary
Tuckman and Serrat remain a trusted starting point for serious fixed-income training.
About this book
A widely used fixed-income text covering bonds, term structure, duration, convexity, mortgage-backed securities, and the analytics behind rate-sensitive instruments.
Why it matters
You cannot work comfortably with rates, bonds, or fixed-income risk without mastering the analytical language this book teaches.
Best for
Rates analysts, treasury professionals, graduate students, and portfolio-risk teams.
Not ideal for
Readers looking only for FX market practice or a qualitative overview of macroeconomics.
Key themes
fixed-income|bonds|term-structure|duration|convexity|rates
Strengths
Strong analytics; respected training value; broad rates-market relevance.
Limitations
Focused on fixed income rather than the broader institutional finance landscape.
Related books
Shared topics with this title.
Interest Rate Models — Theory and Practice
Theory and practice in modelling rates and derivatives
Damiano Brigo · Fabio Mercurio · 2006 · Springer
Advanced interest-rate modelling for quants.
- Fixed income
- Derivatives
- Quantitative finance
The Handbook of Fixed Income Securities
The comprehensive desk reference for fixed-income markets
Frank J. Fabozzi · 2005 · McGraw-Hill
Comprehensive practitioner reference across bond markets.
- Fixed income
- Interest rates
Volatility and Correlation: The Perfect Hedger and the Fox
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
Advanced treatment of volatility modelling, smile dynamics, and correlation structures for derivatives pricing and hedging.
- Derivatives
- Quantitative finance
- Fixed income
Exchange Rate Economics
Macroeconomic and empirical perspectives on currency markets
Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press
Academic foundations of exchange rate behaviour.
- FX
- Interest rates