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Bond Books

bah1011 · 2012-03-16 20:38:05

Can anybody recommend a book that deals with bonds, especially the pricing of bonds and the mathematics behind it. I need to read up on duration, modified duration, convexity, effects of yield curve shifts etc.. I currently have Options, Futures and Other Derivatives by John C. Hull which is a great book. Just wondering if…

16-03-2012 9:38pm

#1
bah1011

Registered Users Posts: 66 ✭✭

Join Date: December 2010

Posts: 59
Can anybody recommend a book that deals with bonds, especially the pricing of bonds and the mathematics behind it.

I need to read up on duration, modified duration, convexity, effects of yield curve shifts etc..

I currently have Options, Futures and Other Derivatives by John C. Hull which is a great book. Just wondering if anyone knows of anything better?

Thanks

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bonds

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