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Title: Fixed Income Mathematics by Frank J. Fabozzi ISBN: 0-7863-1121-5 Publisher: McGraw-Hill Trade Pub. Date: 01 August, 1996 Format: Hardcover Volumes: 1 List Price(USD): $62.64 |
Average Customer Rating: 4.4 (10 reviews)
Rating: 4
Summary: Classic, but dated.
Comment: This book covers the territory of fixed income as it existed 4 to 5 years ago. Now credit derivatives trade relative to the bond markets, and have a pricing structure all their own. First-to-default baskets and credit derivatives are important fixed income products. There has been a paradigm shift in the market in the past 4 years. Credit default swaps came out of nowhere and are now $2 trillion in size and continue explosive growth, and that's just one product in credit derivatives land.
I highly recommend Tavakoli's book: "Credit Derivatives and Synthetic Structures" (2nd Edition).
Rating: 4
Summary: Good reference
Comment: Ok, so Fabozzi is the ultimate in reference material and general fixed income awareness. The book is good, it provides most of what you need to understand fixed income valuations, particularly essential bond pricing. However, the book really serves well mostly as a reference. There are few true explanations of formulas. With a little effort you can figure out the derivations yourself, but still, is not the point of buying a book with "mathematics" in the title to have something to guide you through that step? Again, worth having, but not the ultimate to explain the nitty gritty, though not sure that that text exists.
Rating: 4
Summary: A good bridge between math and fixed income products
Comment: Even though this is not really a advanced book on fixed income products analysis/modeling. It is, for technical background, a good induction book for basic fixed income products with basic analysis tools.
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Title: The Handbook of Fixed Income Securities, 6th Edition by Frank J. Fabozzi ISBN: 0071358056 Publisher: McGraw-Hill Trade Pub. Date: 24 August, 2000 List Price(USD): $99.95 |
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Title: Duration, Convexity, and Other Bond Risk Measures (Frank J. Fabozzi Series) by Frank J. Fabozzi ISBN: 1883249635 Publisher: John Wiley & Sons Pub. Date: May, 1999 List Price(USD): $69.95 |
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Title: Handbook of Mortgage Backed Securities by Frank J. Fabozzi ISBN: 007135946X Publisher: McGraw-Hill Trade Pub. Date: 23 April, 2001 List Price(USD): $95.00 |
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Title: Fixed Income Securities: Tools for Today's Markets, Second Edition by Bruce Tuckman, Bruce Tuckman ISBN: 0471063177 Publisher: Wiley Pub. Date: 16 August, 2002 List Price(USD): $69.95 |
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Title: Options, Futures, and Other Derivatives (5th Edition) by John C. Hull ISBN: 0130090565 Publisher: Pearson Education Pub. Date: 03 July, 2002 List Price(USD): $146.00 |
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