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TG2 BS&IR V2 - ToC
TG2 BS&IR V2 - Extracts
TG2 BS&IR V2 - Index
TG2 BS&IR V2 - Software

A Trader’s Guide to Bonds Swaps & IR Instruments:


Volume 2 – Trading and Position Keeping


Available at the ARTShop

(767+ colour pages, much software)


Expected Launch:  TBA - due to client requests, we have updated our release schedule.  The TG2 Options - Volume 1 book has been moved up to be released next.  The TG2 Bonds, Swaps, and IR Instruments: Vol 2 - Trading & Position Keeping book will be released thereafter.  Much of the material is ready now, so contact TG2Books@arbitrage-trading.com for urgent requirements.


   click to enlarge

This is Volume 2 of the TG2 Bonds, Swaps, & IR Instruments 2-Volume Set (see Volume 1 here).  This book focuses primarily on the trading and position keeping of non-contingent IR instruments and markets with real world risk-adjusted P&L analysis relying on forward and backward testing simulations and step-by-by holding period examples.


... that's right, this is the real deal, showing how to "strap on trades", and then showing step-by-step illustration of the position's variations, and what actions/rebalances are required (and why), and all expressed in P&L ... "how to trade for real" ... written by heads of trading.



Detailed treatment of contingent (options) and complex structured/hybrid products are found in their respective multi-volume sets, such as [8], [8a], ... up to [10b]  (see here for EntireList ).


PREREQUISITES - This Volume relies heavily on all of:


TG2 ReadMe 1st P1 & P2

TG2 Quant Methods: Basic Maths & Stats

TG2 Quant Methods: Monte Carlo Methods

TG2 Bonds, Swaps, and IR Instruments - Volume 1


See Reviews HERE


This book closely supports several of  the ARTSchool Seminars: such as  A Trader's Guide to IR Markets1-D Swaps, and TG2 IR Derivatives (seminar delegates receive complementary copies).


The TG2 Bonds, Swaps, IR Products Volume 1 is the "pricing/using" component of the 2-volume set  (ToC is available HERE).  Key elements and objectives are:

  coming soon

  ...see ToC, Index, and Extracts.


Don't forget, some TG2Books are included with ARTWare software, and  ARTSchool Seminars, so be sure to contact us for specials, bundles, etc.



Please Note:  This book is closely connected with the TG2RM1st book, which is required to understand the (correct) business management issues and context.  There are discounts for registered owners, and especially for "bundled" purchases.  The TG2QM books are one of the few books in the TG2 Series that do not require the TG2RM1st as a prerequisite, but is very strongly suggested.


Corporate Editions: ART also produces specialized one-off books and monographs for customized client applications whether it be for internal training purposes, to assist with marketing efforts, or with any other circumstance. 


If you need advanced copies or have other special requirements, write to TG2Books@Arbitrage-Trading.com OR click HERE


Available at the ARTShop

(767+ colour pages, much software)



See the entire TG2 Series

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** Some discounts may not be taken in conjunction with other discounts



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Last modified: July 25, 2011