Select Bibliography
General
[bib01_01] Adams, A. Bloomfield, D. Booth, P. and England, P. (1993) Investment Mathematics and Statistics, Graham & Trotman, London.
[bib01_02] Blake, D. (1990) Financial Market Analysis, McGraw Hill, Maidenhead.
[bib01_03] Risk Magazine, monthly periodical, Risk Publications Ltd.
Money market
[bib01_04] Stigum, M. (1981) Money Market Calculations: Yields, Break-evens and Arbitrage, Dow Jones Irwin, Illinois.
[bib01_05] Quarterly Review, quarterly periodical, LIFFE, London.
Bond market calculations
[bib01_06] Fabozzi, F. (1988) Fixed Income Mathematics, Probus, Illinois.
Repos
[bib01_07] Steiner, R. (1997) Mastering Repo Markets, FT Pitman, London.
[bib01_08] Corrigan, D. Georgiou, C. and Gollow, J. (1995) Natwest Markets Handbook ...
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