Aug 17, 2022

Any book recommendation for credit and FX trading?

Background in finance but not quant. Based in HK and trying to switch from RM to Sales.

Credit - Looking for something on trading strategies (apart from credit L/S, maybe CVA, XVA, seniority arbitrage, distressed) and a detailed breakdown on the different types of commonly traded credit instruments, e.g. many types of CDSs.

FX & Rates - A senior recommended Stigum’s Money Market. Am aware that it’s a classic so am definitely going after that. Any other recommendations?

Thanks so much guys💛

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