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| | Fixed Income Securities: Tools for Today's Markets, Second Edition by Bruce Tuckman Bruce Tuckman (Site not responding. Last check: 2007-10-15) |
 | | Tuckman's book is probably the best point to start, I enjoyed reading every chapter of it, pity it is not long enough. |
 | | Tuckman was a prop trader at Salomon before making MD at a top bank, and is well-respected by academics for his practical knowledge of Fixed Income markets - hence the glowing endorsements from Longstaff and Musiela on the back cover. |
 | | Tuckman's book isn't desgined to be a survey of academic literature, but a guide for students, fixed income PM's, traders, and risk managers on the quantitative aspects of real-world practice - most of the fixed-income universe doesn't know, need to know, or care about no-arbitrage models, stochastic calculus, or advanced statstical methods. |
| www.internetcross.com /item/0471063177 (871 words) |
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