ABOUT THE BOOK

The book is now organized into four parts. Part 1 (institutions and conventions) contains an overview of fixed income markets, a description of market conventions, and a thorough description of essential institutions such as repo markets, the fed, the treasury, and dealer market structure. Part 2 (analytics of fixed income markets) contains the analytical underpinning of fixed income markets. Part 3 of the book (some fixed income market segments) provides a concise account of mortgages, mortgage-backed securities, and treasury inflation-protected securities markets. Part 4 (fixed income derivatives) provides a detailed treatment of fixed income derivatives, including overnight index swaps, Eurodollar futures, interest rate swaps, credit default swaps, and structured credit products.