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RECOMMENDED BOOKS FOR ASSET AND MORTGAGE BACKED SECURITIES AND DERIVATIVES - PRICING, MODELING, RISK MANAGEMENT
Risk Management and Analysis : New Markets & Products (Wiley Series in Financial
Engineering)
by Carol Alexander (Editor), John C. Hull
Fixed-Income Synthetic Assets : Packaging, Pricing, and
Trading Strategies for Financial Professionals
by Perry H. Beaumont
Asset-Backed Securities
by Anand K. Bhattacharya (Editor), Frank J. Fabozzi (Editor)
Derivatives Demystified : Using Structured Financial
Products
by John C. Braddock
The Treasury Bond Basis : An In-Depth Analysis for
Hedgers, Speculators and Arbitrageurs
by Galen D. Burghardt, Terrence M. Belton, Terry Belton (Contributor)
The Mortgage-Backed Securities Workbook : Hands-On
Analysis, Valuation and Strategies for Investment
Decision-Making
by Andrew S. Davidson, Michael D. Herskovitz
Advances in Fixed Income Valuation Modeling and Risk
Management
by Frank J. Fabozzi (Editor), Journal of Portfolio Management (Editor)
Handbook of Commercial Mortgage-Backed Securities
by Frank J. Fabozzi (Editor)
The Handbook of Nonagency Mortgage-Backed
Securities
by Frank J. Fabozzi (Editor), Chuck Ramsey (Editor), Frank R. Ramirez
(Editor)
Basics of Mortgage-Backed Securities
by Joseph C. Hu
A Primer on Securitization
by Leon T. Kendall (Editor), Michael J. Fishman (Editor)
Structured Derivatives : A Handbook of Structuring,
Pricing and Investor Applications
by Mehraj Mattoo
The European Bond Basis : An In-Depth Analysis for
Hedgers, Speculators & Arbitrageurs
by Christopher Plona
The Bond Market : Trading and Risk Management
by Christina I. Ray
Volatility and Correlation : In the Pricing of Equity, Fx and Interest-Rate Options (Wiley Series
in Financial Engineering)
by Riccardo Rebonato
Securitization of Credit : Inside the New Technology of
Finance
by James A. Rosenthal, Juan M. Ocampo
Money Market and Bond Calculations
by Marcia L. Stigum, Franklin L. Robinson (Contributor)
Fixed-Income Arbitrage : Analytical Techniques and
Strategies
by M. Anthony Wong, Robert High (Contributor)
RECOMMENDED BOOKS ABOUT FUTURES, OPTIONS, SECURITIES, SWAPS AND DERIVATIVES
Nobel Thoughts
Other Recommended Books
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