Bonds and fixed income
Fixed income has a genuine canon: a few technical books that every desk owns, plus the narrative history of how the market was built.
9 books · 13 people behind it
Start here
- Liar's PokerMichael Lewis, 1989
- The Bond KingMary Childs, 2022
- Inside the Yield BookSidney Homer, Martin L. Leibowitz, 1972
- A History of Interest RatesSidney Homer, Richard Sylla, 1963
The people behind it 13
Each person holds a book in this entry or names it in their own tags.
Investors 7
SH
Sidney Homer2 books here
Benjamin Grahamnamed in their tags
Ray Dalionamed in their tagsAI
Antti Ilmanennamed in their tagsWJ
William J. Bernsteinnamed in their tagsLS
Larry Swedroenamed in their tagsRF
Rick Ferrinamed in their tagsAcademics 4
FJ
Frank J. Fabozzi3 books hereSH
Sidney Homer2 books hereEI
Edward I. Altmannamed in their tagsWJ
William J. Bernsteinnamed in their tagsJournalists 2
Books 9
Sidney Homer, Richard Sylla · 1963 · Four thousand years of rates; the reference work.
Sidney Homer, Martin L. Leibowitz · 1972 · Introduced duration and total-return thinking to bond managers.
Frank J. Fabozzi · 1983 · The desk reference for every instrument in the market.
T1 Liar's Poker
Michael Lewis · 1989 · Salomon Brothers and the invention of the mortgage-bond business.
Frank J. Fabozzi · 1989 · The standard course text on bond pricing and portfolio strategy.
Mary Childs · 2022 · Bill Gross and PIMCO; no Open Library work record found for this title.
Anthony Crescenzi · 2002 · Macro-driven approach to positioning across the curve.
Frank J. Fabozzi, Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie · 2007 · The CFA Institute treatment of valuation and risk measures.
Siddhartha Jha · 2011 · Practical guide to trading rates, swaps and futures.