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Home » ART Books » TG2Books

A Trader's Guide Bonds, Swaps, and IR Instruments - Vol 1: Products, Pricing, & Structuring. Discounts Apply !
10% Discount on TG2 orders over USD 600

A Trader's Guide Bonds, Swaps, and IR Instruments - Vol 1: Products, Pricing, & Structuring

e-Book details at TG2 e-Books or contact TG2Books@arbitrage-trading.com.

The TG2 BS&IR Vol1: Products, Pricing, and Structuring book is the core volume in the BS&IR set. It is unique in its approach. The entire presentation is from the perspective of "running your business", be it trading, sales, structuring, risk management, treasurer, etc. Focused on P&L and "why and how" the products exist and are used is constantly enforced so that trading, structuring, valuation and risk calculations are couched, first, in the "why" are we doing this, and then in the "how and how much" trading/rebalancing/risk.

Part I of the book includes a vast range of description from the participants, transaction mechanisms, market logistics, and also the broader back drop of how the markets came to be what they are, and thus why many of the real world idiosyncrasies exist, and what they mean. In addition, Part I includes all of the basic formulations for valuation, curve generation, risk/return concepts/measurements, and all the tools required for day-to-day market professionals.

Part II: provides detailed pricing, risk, and product description and calculations ... as required on a real trading floor, not simply what an academic needs to know. The detailed treatment includes a product range of virtually all important IR instruments, loans/deposits, notes/bonds, deposit futures, bond futures, FRA's/swaps, complex bonds/swaps, structuring, currency swap, asset swaps, etc. The valuation and formulas include IRR and zero-coupon methods, with software. In addition, there is attention to important though less glamorous details, such as handling of liquidity, contract definitions, regulatory requirements, ISDA masters, etc.

Although this volume details primarily non-contingent IR products, there is also ample discussion of options, structured hybrids, securitisation, credit derivatives, and cross-asset class structured (equity swaps, commodity swaps, etc.).

Part II concludes with several Chapter just for IR risk and position hedging/rebalancing (simple and full curve based methods), portfolio considerations/management, and trade ideas.

Registered owners of other TG2 products may be eligible for additional discounts, but must first obtain "discount code", please contact TG2Books@arbitrage-trading.com

Visit TG2 BS&IR Products, Pricing, and Structuring for a detailed Table of Contents, accompanying software for the book, and excerpts from the book, or read/write a review at TG2 Reviews, such as:

"The material is really unique. One really feels that the authors have lived the material and have been down in the 'trenches' - excellent and one-of-a-kind! ... Head of Prop Trading for a global trading house"

1,073 colour pages +software)

Visit The TG2 ... Series for information about the entire Series.

SAVE BIG with combined optional orders (please be sure make an explicit selection for each option)

TG2 Bonds, Swaps, and IR - Vol 1:
ADD TG2 ReadMe 1st:
ADD TG2QM Maths&Stats:
ADD TG2QM Monte Carlo:
ADD TG2 Options - Vol1:

Email Friend Price: USD 225.00

This month's specials:

Derivatives for Dummies (Oh, and Journalists), 3rd Ed v3B released May 2018.

This is free for ART clients and owners of previous Editions.

Go to D4D DownLoad to obtain a copy if you have already or paid here for a license.

A Trader's Guide to Options - Volume 1: Products, Pricing, Structuring.

... possibly the best options book ... ever!

ARTWare: ARTLib XL® - Core Lite

Version 1.1 pre-release available now reduced to USD 599, which includes CalcPak Lite and CurveMan Lite (worth USD 199).  Now has OIS functions and "turn-key" curve generators, plus extended PosAna®  derivatives position keeping and hedge/rebalance analytics, and more.

 ARTWare suite of professional P&L-friendly software modules for directional, market-making, arbitrage, and portfolio management operations (see feature comparison)

The "TG2" Series

The "Trader's Guide to (TG2) ... Series " is the definitive reference set of books for securities and derivatives trading and risk management "for market professionals by market professionals".

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About the Cost of Shipping click Here


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