Fixed Income Trading and Risk Management by Alexander Düring (ISBN 9781119756354)
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The last numbered chapter is a field guide. Düring does not try to teach theory here. He gives tickers, conventions, and issuance quirks you would otherwise learn from six months of desk chatter.
Book: Fixed Income Securities: Tools for Today’s Markets
Authors: Bruce Tuckman and Angel Serrat
ISBN: 978-0-470-89169-8
Edition: 3rd (2012)
Japan’s fixed income market is weird in the best way for learning. Households save. Corporates deleverage. The government borrows. Almost everyone buys government bonds. Foreigners mostly watch from the sidelines. Tuckman and Serrat’s Japan section explains how that loop formed and why it still shapes global rates.
Book: Fixed Income Securities: Tools for Today’s Markets
Authors: Bruce Tuckman and Angel Serrat
ISBN: 978-0-470-89169-8
Edition: 3rd (2012)
Before Tuckman and Serrat get into discount factors and swap curves, they spend a full overview chapter on where fixed income actually lives. Smart move. You cannot price a 30-year swap without knowing who needs long-dated assets and who is on the other side of the trade.