As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets ha

An invaluable guide for fixed income practitioners, fully updated to incorporate the shift from LIBOR to SOFR Since its first edition in 2013, Fixed Income Rela

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fu

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level

Bringing together 20 papers written by, and for, practitioners in the US treasury, this text on fixed income analysis, focuses on applicable techniques, and pre