Reddit reviews Interest Rate Swaps and Their Derivatives: A Practitioner's Guide
We found 1 Reddit comments about Interest Rate Swaps and Their Derivatives: A Practitioner's Guide. Here are the top ones, ranked by their Reddit score.
We found 1 Reddit comments about Interest Rate Swaps and Their Derivatives: A Practitioner's Guide. Here are the top ones, ranked by their Reddit score.
This is what I consider the Fixed Income Bible. It's literally written so anyone from professionals to newcomers can understand. I've also seen professionals use it as reference guide.
After reading that, move to this one. FI is all about rates and understanding rate derivs is an important aspect for trading them. This book'll show you how IRS are priced, swaptions, etc. Good one too and high recommend.
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If you're looking for more esoteric material, that's only published by the big banks like JPM, DB, BofAML, etc.. Hard to find it on Amazon.