J.D.A. WISEMAN is a bond and swap trader at Credit Suisse First Boston, having previously been an analyst there and at J.P. Morgan. The author read mathematics at Queens' College, Cambridge, and lives in London.
Preface.
Acknowledgments.
PART I: A BEGINNER'S TOOLKIT.
Money Markets.
Government Bonds.
Futures.
Swaps.
Options.
Foreign Exchange.
Players.
People.
Price Action
PART II: MORE DETAIL.
Swaps Revisted.
Non-Government Issuance.
Yield, Duration, Repo and Forward Bond Prices.
Bond Futures.
Basic Fixed-Income Arithmetic.
Index.