Interest Rate, Term Structure, and Valuation Modeling
Author: Frank J. Fabozzi
List Price: $89.95
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ISBN: 0471220949
Publisher: John Wiley & Sons (15 July, 2002)
Sales Rank: 328,359
Average Customer Rating: 4 out of 5
Customer Reviews
Rating: 4 out of 5
Good Accessible Read
This book on interst rates is a pleasurable read. As a trader of interest rate swaps, I find every book on the topic adds something to my knowledge base, and this was better than most for ease of access. Anyone keen to understand all of the related markets, will also want to know more about credit derivatives.I highly recommend "Credit Derivatives" (2nd Edition) by Tavakoli. The products and their uses are clearly explained, and ties in relative value to the interest rate market. I concede that the models for this product may be trickier because of documentation risk and data issues, but Tavakoli brings clarity to this topic so any interest rate professional can grasp the products and why investors - even hedge funds - are so keen to use them.
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Book Index