Books

Books

The featured books include more than fifty books in all areas of fixed income including basic fixed income, interest rate modeling, credit risk modeling, and fixed income structured products. The books are rated on quantitative sophistication, categorized using a user-friendly classification system, and have forums for online discussions. Some books also have online resources such as sample chapters, slides, and Excel/VBA software files.

T1. Basic Fixed Income

Stigum's Money Market - Stigum, Crescenzi

  • Level: Basic
  • Major Topics: T12
  • Minor Topics: T11, T13, T14

The Foreign Exchange and Money Markets Guide - Walmsley

  • Level: Basic+
  • Major Topics: T14, T12, T13
  • Minor Topics: T11

Interest Rate Risk Modeling: The Fixed Income Valuation Course - Nawalkha, Soto, Beliaeva

  • Level: Basic+
  • Major Topics: T11, T15
  • Minor Topics: T12, T23, T26, T32

Fixed Income Securities: Tools for Today’s Markets - Tuckman

  • Level: Basic+
  • Major Topics: T11
  • Minor Topics: T12, T22, T42

The Handbook of Fixed Income Securities - Fabozzi

  • Level: Basic+
  • Major Topics: T12, T15
  • Minor Topics: T11, T14, T22, T26, T31, T34, T41, T42, T43

Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives - Questa

  • Level: Basic+
  • Major Topics: T12
  • Minor Topics: T11, T14, T22

Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies - Martellini, Priaulet, Priaulet

  • Level: Basic+
  • Major Topics: T12, T11
  • Minor Topics: T15, T22, T24, T25, T26, T31, T32, T37, T41, T42, T43

Interest Rate Risk Measurement and Management - Nawalkha, Chambers

  • Level: Basic+
  • Major Topics: T11, T15
  • Minor Topics: T12, T22, T23, T26, T32

Bank Asset and Liability Management: Strategy, Trading, Analysis - Choudhry

  • Level: Basic+
  • Major Topics: T15, T16
  • Minor Topics: T12, T13, T35, T41, T42, T43, T44

The Eurodollar Futures and Options Handbook - Burghardt

  • Level: Basic
  • Major Topics: T12
  • Minor Topics: T14

Inflation-Linked Products: A Guide for Investors and Asset and Liability Managers - Benaben

  • Level: Basic+
  • Major Topics: T15, T24
  • Minor Topics:

The Basel Handbook: A Guide for Financial Practitioners - Ong

  • Level: Basic+
  • Major Topics: T16, T38
  • Minor Topics: T27, T31, T32, T35, T36, T41, T46

T2. Models of Interest Rates

Dynamic Term Structure Modeling: The Fixed Income Valuation Course - Nawalkha, Beliaeva, Soto

  • Level: Intermediate
  • Major Topics: T22, T21, T23
  • Minor Topics: T11, T12, T32, T33

Interest Rate Models - Theory and Practice, with Smile, Inflation, and Credit - Brigo, Mercurio

  • Level: Advanced
  • Major Topics: T23, T21, T22, T24, T32
  • Minor Topics: T11, T12, T31, T33

Modern Pricing of Interest Rate Derivatives - Rebonato

  • Level: Intermediate
  • Major Topics: T23, T21
  • Minor Topics: T24

[10 books]

T3. Models of Credit Risk and Other Risks

Credit Risk Modeling using Excel and VBA - Loeffler, Posch

  • Level: Intermediate+
  • Major Topics: T31, T32, T36, T37
  • Minor Topics: T33, T38, T44

Credit Risk and Return Modeling: The Fixed Income Valuation Course - Nawalkha, Beliaeva, Soto

  • Level: Intermediate
  • Major Topics: T32, T31, T33
  • Minor Topics: T34, T37, T38, T44

Credit Risk: Pricing, Measurement, and Management - Duffie, Singleton

  • Level: Intermediate+
  • Major Topics: T31, T32, T33, T36
  • Minor Topics: T34, T37, T44

[19 books]

T4. Fixed Income Structured Products

Securitization: The Financial Instrument of the Future - Kothari

  • Level: Basic
  • Major Topics: T41, T42, T43, T44
  • Minor Topics: T33, T45, T46

The Handbook of Structured Finance –Servigny, Jobst

  • Level: Intermediate
  • Major Topics: T44
  • Minor Topics: T31, T32, T33, T41, T42, T43, T45, T46

Structured Finance Modeling With Object-oriented VBA – Tick

  • Level: Intermediate
  • Major Topics: T41
  • Minor Topics: T42, T43, T44, T45, T49

[12 books]