This textbook on bonds takes a practical real-world approach to the subject. It includes a discussion of each type of bond including a range of products. It also features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the…
"Discusses several models of limit order books and introduces general, flexible, open source library, useful to readers in studying trading strategies in an open-driven market"
"The three volumes of Interest rate modeling are aimed primarily at practitioners working in the area of interest rate derivatives, but much of the material is quite general and, we believe, will also hold significant appeal to researchers working in other asset classes. Student…
This handbook will be a landmark publication bringing together the latest models and applications of news analytics for risk management and trading.
"The definitive guide to fixed income securities-updated and revised with everything you need to succeed in today's market For nearly 40 years, The Handbook of Fixed Income Securities has been providing comprehensive, current, reliable information on everything investors like yo…
