Fixed-income-analysis

The book, though terse and short, is brilliant for a quick tour through the fixed income aspects of bonds, swaps and derivative instruments.

I would have liked more detail on FRNs and Swaps with some practical examples of real FRNs with Interest swaps. An area which many books fail to address. Also the book should have put more emphasis on the mark-to-market of these instruments.

Overall, a good supplemental book.

I had the pleasure of having Mr. Questa as a guest lecuturer in a Fixed Income class. This book was used as the text, prior to its publication. The book is a great intro-intermediate fixed income book. It also covers the advanced stochastic models well. It is one of few books that also integrates the foreign exchange market into the analysis. In a few areas the book is difficult to follow however after a careful re-reading it sinks in.

Non ho avuto il piacere di leggere il libro ma il nome dell'autore mi piaceva tantissimo...... è il mio (omonimia) Giorgio Questa

I find the content of this book has already been written hundreds of times..not only in other financial books but also in scores of academic papers...true, it has been written by outstanding market participants, but that price !! ouch , that price !!

the book "fixed income and credit management" analyzes the interacting impact of different risk parameters and exposures on a fixed income portfolio, with special applications for euro and dollar investors.

This is an excellent book for those in the fixed income asset management world to get to grips with what managing credit risk is all about.

As the market becomes more transparenet and increasingly liquid, more asset managers will need book slike this to provide them the initial knowledge on how to make and manage the right bets in their portfolios.

I look forward to the next release which whould have more quantitative details around the credit markets.