The Handbook of Fixed Income Securities
by Frank J. Fabozzi, T. Dessa Fabozzi, Irving M. Pollack · first published 1983
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"Thoroughly revised and expanded, the sixth edition of Frank Fabozzi's classic collection - filled with chapters written by the industry's most trusted, authoritative fixed income experts - delivers every updated fact and formula today's finance professional needs. Updates to this edition include: greater focus on structured finance instruments (including asset- and mortgage-backed securities); new coverage on bond indexing and enhanced indexing; new and expanded coverage of international and emerging markets; state-of-the-art techniques for managing international bond portfolios; latest stra
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…check out the efficient market hypothesis and behavioural economics. Doing this via Wikipedia is probably better than some pre-packaged finance textbook because it's hard. Start with bonds: Fabozzi's Handbook of Fixed Income Securities. For equities first try Pricing the Future - it gives a rare historical context to the Black-Scholes equation. I suppose reading McKinsey's Valuation is good for understanding cash flow valuation. Hull's…
on “Financial Software Projects (C++) - NYU Fall 2011” ↗…https://am.jpmorgan.com/sg/en/asset-management/per/insights/... Some interesting bits: ------------------------------- "Fixed income markets have entered uncharted waters, with over USD 17trillion of debt trading with a negative yield." "The Handbook of Fixed Income Securities by Frank Fabozzi, widely considered to be one of the most trusted resources for bond investing, has no mention of negative yields in its 1,803 pages. And yet today, negative yields are pervasive around…
on “Entire German bond yield curve back in sub-zero territory” ↗…for fun though, mostly because it's a business that requires scale to derive a meaningful profit. But as an exercise it's definitely fun. [1]Options, Futures, and Other Derivatives (J. Hull) [2]The handbook of fixed income securities (Frank J. Fabozzi, Mc Graw-Hill Gb) [3]Algorithmic Trading & DMA (B. Johnson) [4]https://sniperinmahwah.wordpress.com/
on “Making a trading Gameboy: A pocket exchange and algo trading platform” ↗