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What is a good fixed income book for someone who has completed Steven Shreve's book on stochastic ca

Joined
12/13/11
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Hello, I studied finance and math in undergrad and math in master.

I have completed Shreve's stochastic calculus and half of a finance phd level asset pricing text. I am looking for a PhD level fixed income book. The book should cover yield curve calibration, bootstrapping, common valuation methods and utilize rigorous mathematics.

I will be happy hear any recommendations.
 

do you know how fixed income markets work?

Before you go into a wild goose chase trying to learn esoteric crap that might or might not be useful, read this:

Interest Rate Markets: A Practical Approach to Fixed Income: Siddhartha Jha: 9780470932209: Amazon.com: Books

I'm looking for an introduction to fixed income markets. Would either of these work? Or is there another one that you would recommend?
 
Tuckman & Serrat is an introductory text. We used it as a reference during CMU's Fixed Income class.
 
I'm looking for an introduction to fixed income markets. Would either of these work? Or is there another one that you would recommend?
The book I recommended is an introduction to Fix income markets and how they work. Very little math but a lot insights in the mechanics and some of the products.

Interest Rate Markets: A Practical Approach to Fixed Income: Siddhartha Jha: 9780470932209: Amazon.com: Books

Read this guy's blog about jargon and other stuff. Useful if you get drop in the middle of a Rates desk and everything seems confusing:

Fermat's Last Spreadsheet
 
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