10/19/2009

Review of Fixed Income and Interest Rate Derivative Analysis (Hardcover)

The book, though terse and short, is brilliant for a quick tour through the fixed income aspects of bonds, swaps and derivative instruments.

I would have liked more detail on FRNs and Swaps with some practical examplesof real FRNs with Interest swaps. An area which many books fail to address. Also the book should have put more emphasis on the mark-to-market of theseinstruments.

Overall, a good supplemental book.



Click Here to see more reviews about: Fixed Income and Interest Rate Derivative Analysis (Hardcover)

No comments:

Post a Comment