Apologies in advance for some shameless self-promotion, but I think this book on rates would be useful for quants to get a more intuitive perspective on fixed income markets. I published this book after working for a few years as a strategist at a top tier investment bank. It is meant to help newcomers as well as existing professionals in fixed income markets look at these markets from an intuitive approach and highlight common types of trades institutions do in liquid rate products including futures, options, and swaps. In addition to trades outright, carry trades, conditional trades, and hedging are discussed in detail.

QuoteOriginally posted by: secondmomentApologies in advance for some shameless self-promotion, but I think this book on rates would be useful for quants to get a more intuitive perspective on fixed income markets. I published this book after working for a few years as a strategist at a top tier investment bank. It is meant to help newcomers as well as existing professionals in fixed income markets look at these markets from an intuitive approach and highlight common types of trades institutions do in liquid rate products including futures, options, and swaps. In addition to trades outright, carry trades, conditional trades, and hedging are discussed in detail. secondmoment,I've just received the book from amazon.co.uk and I'm really enthusiastic about reading it.It seems to fill an important gap in the fixed income trading books field which is almost non-existent.I'm going to hopefully write my comments after I finish reading it.Thanks

Thank you! I look forward to hearing your comments and/or any mistakes you find