8 of 8 people found the following review helpful
on February 20, 2009
I am a computer programmer who was working for a Secondary Market division in a bank and I was looking a reference of how to do hedging operations buying cash bonds and selling futures in short; also in my new role as programmer for a reconciliation team I wanted to learn how to calculate the P&L of fix income operations. Few books contains the level of details that I was looking for, this book is one of them good starting point, it explains realistic models and trents used for finance people to do capital markets.
2 of 2 people found the following review helpful
on June 26, 2011
This is one of the best finance books that I have read. It's very specific to US Treasury futures (with a few notes regarding other governments) but it covers it well, is engaging, and easy to read.