Can Anyone Recommend a SOLID Bond maths book for young bond traders?IB
Hi there, I have just joined FT on a bond trading desk at a BB bank. I have been assigned a few projects like calculating net basis for CTD bonds and also a spreadsheet that calculates repo, carry etc for bonds.. and as I started doing these things I realised that my bond maths is failing me;
So can anyone of the traders out there recommend a solid book that covers fixed income maths, especially bond mathematics in detail but that is not crazy hard to understand?? Any of you guys used a book at the start of your career that really helped you learn bond maths (detailed maths that is)?