Books
Search runs across title, subtitle, short description, and author names. Topics mirror the full instrument and desk coverage of the library—see also topic hubs.
17 titles match these filters
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.
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.
Bruce Tuckman · Angel Serrat · 2022 · John Wiley & Sons
Modern fixed income analytics and curve thinking.
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.
Finn Kuzmiak · 2019 · John Wiley & Sons
This guide provides a comprehensive overview of green bond issuance and management, focusing on regulatory frameworks and market practices. It is designed for finance professionals seeking to understand the intricacies of fixed income instruments aimed at funding environmentally sustainable projects.
Mike Casey · 2018 · John Wiley & Sons
This introductory text provides a comprehensive overview of the bond markets, focusing on fixed income instruments and interest rate dynamics. It serves as a foundational resource for analysts and students seeking to understand the complexities of bond trading and investment strategies.
Paul Houweling · 2018 · Nomura
This comprehensive overview of the repo and reverse repo markets provides insights into their mechanisms, significance, and operational frameworks. It is particularly relevant for professionals involved in treasury management and fixed income funding.
Martin Fridson · Fernando Vogel · 2015 · John Wiley & Sons
High Yield Bonds: Valuation and Strategy provides a comprehensive examination of the valuation techniques and strategic considerations involved in investing in high yield bonds. The authors, Martin Fridson and Fernando Vogel, explore credit analysis, market dynamics, and investment strategies tailored for traders, analysts, and investors in the fixed income space.
Structuring and Investing in Sukuk
Khaled Wilson · Rafiqul Islam · 2013 · John Wiley & Sons
This comprehensive guide delves into the intricacies of issuing and investing in Sukuk, the Islamic equivalent of bonds. It covers essential structures, regulatory frameworks, and investment strategies pertinent to fixed income and Islamic finance.
Angel Serrat · Barbara Tuckman · 2011 · John Wiley & Sons
Fixed Income Analysis, Second Edition, offers a comprehensive examination of fixed income securities and interest rate dynamics. It serves as a vital resource for traders and analysts seeking to deepen their understanding of bond markets and valuation techniques.
Bond Risk Management · 2010 · Risk Books
This handbook provides an in-depth exploration of callable bonds, focusing on their valuation and risk assessment. It is particularly relevant for traders and portfolio managers engaged in fixed income markets, offering insights into numerical methods for pricing these complex instruments.
Jia Shen · Robert Stevenson · 2007 · John Wiley & Sons
This comprehensive text delves into the mechanics of inflation-linked bonds, providing insights into their role within the fixed income market and their relationship with interest rates. It is designed for portfolio managers and investors seeking to understand how these instruments can hedge against inflation and contribute to real economic performance.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
Advanced interest-rate modelling for quants.
Frank J. Fabozzi · 2005 · McGraw-Hill
Comprehensive practitioner reference across bond markets.
Sidney Homer · Richard Sylla · 2005 · John Wiley & Sons
A History of Interest Rates provides a comprehensive examination of the evolution of interest rates from ancient times to the present day. Authors Sidney Homer and Richard Sylla explore the interplay between economic conditions and interest rate movements, making it a crucial resource for investors, economists, and historians alike.
2nd Edition
Riccardo Rebonato · 2004 · John Wiley & Sons
This book delves into the intricate relationship between volatility and correlation within the context of derivatives and fixed income markets. It serves as a comprehensive guide for analysts and risk managers seeking to understand and apply quantitative finance principles in their work.
2nd Edition
Satyajit Das · 2001 · John Wiley & Sons
Structured Products and Hybrid Securities provides an in-depth examination of complex financial instruments, focusing on their structure, valuation, and risk management. This edition covers various derivatives and fixed income products, making it essential for professionals involved in trading and portfolio management.