A Practical Guide To Bonds And Swaps

This manual provides a practical introduction to the fixed income capital markets. It is intended to provide the practical, institutional aspects of the markets together with the fundamental concepts used in today’s capital markets. In line with their ubiquity throughout the markets, derivatives (swaps and options) are introduced early.

Originally written February 1998, updated 2005, available here on the Close Mountain site and also available at the Social Science Research Network (SSRN)

About Thomas Coleman

Thomas S. Coleman is Senior Advisor at the Becker Friedman Institute for Research in Economics and Adjunct Professor of Finance at the Booth School of Business at the University of Chicago. Prior to returning to academia, Mr. Coleman worked in the finance industry for more than twenty years with considerable experience in trading, risk management, and quantitative modeling. Mr. Coleman earned a PhD in economics from the University of Chicago and a BA in physics from Harvard College.
This entry was posted in Publications and Papers, Valuation and Modeling and tagged . Bookmark the permalink.