SERVING THE QUANTITATIVE FINANCE COMMUNITY

 
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nyabinghi
Topic Author
Posts: 59
Joined: May 15th, 2005, 10:07 am

fixed income

March 15th, 2007, 8:04 pm

could someone please recommend a good book for an overview of the fixed income industry and perhaps one that addresses it's major modelling challenges?Thanks.
 
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unkpath
Posts: 289
Joined: January 13th, 2004, 8:44 pm

fixed income

March 17th, 2007, 2:03 am

just search the forum, there are tons of threads on this and you should use google and amazon anyway to get an idea of what's on and what's not...
 
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nyabinghi
Topic Author
Posts: 59
Joined: May 15th, 2005, 10:07 am

fixed income

March 19th, 2007, 12:22 pm

thanks... from searching the threads, it seems that Fabozzi's Handbook for Fixed Income Securities is a good beginning. Any seconds?And what about Tuckerman's Fixed Income Securities?
 
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paraskevopoulos
Posts: 12
Joined: March 2nd, 2007, 12:07 pm

fixed income

March 19th, 2007, 3:09 pm

you can also check the reviews on this site: www.riskbook.com (check the menu on the left for Fixed Income)the reviews presented are quite descent and up to the point.
 
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WilmottBookshop
Posts: 1083
Joined: August 1st, 2002, 2:40 pm

fixed income

March 20th, 2007, 9:25 am

Handbook of Fixed Income Securities by Frank J. Fabozzi and Fixed Income Securities: Tools for Today's Markets, (University Edition) by Bruce Tuckman are both available from the Wilmott Bookshop.
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