Contents

Welcome

Welcome to FixedIncomeRisk.com, the website dedicated to online discussions and resource sharing for fixed income students and professionals. This site provides you with resources on pricing fixed income securities and their derivatives, as well as practical tools for managing interest rate risk and credit risk. It also serves as an online resource for books, articles, software, seminars, and job postings in all areas of fixed income.

You can begin by exploring the top fifty books in fixed income, which are rated on quantitative sophistication and categorized using a user-friendly classification system. You can download software for managing interest rate risk and for valuing fixed income securities and their derivatives. You can also post a question or comment on FixedIncomeRisk forums on a variety of fixed income topics, journal articles, and the top fifty books in the fixed income area.

Featured Books

The featured books include more than fifty books in all areas of fixed income including basic fixed income, interest rate modeling, credit risk modeling, fixed income structured products, and fixed income risk management.

The books are rated on quantitative sophistication, categorized using a user-friendly classification system, and have forums for online discussions. Some books also have online resources such as sample chapters, slides, and Excel/VBA software files.

Practical Guides

The aim of the Practical Guide Series in Fixed Income is to provide non-technical and user-friendly introductions to the basic techniques used in valuation and risk analysis of fixed income securities and their derivatives.

Some of these guides are also accompanied with freely downloadable Excel/VBA based software on valuation and risk analysis of fixed income securities and their derivatives.

Software

The aim of the Software section is to provide software including pseudo code, Matlab and C/C++ programs, Excel/VBA files, etc., used in valuation and risk analysis of fixed income securities and their derivatives, and for fixed income risk management. Try our freely downloadable user-friendly Excel/VBA spreadsheets on interest rate risk management, interest rate modeling, and credit risk modeling based on the Trilogy in the Fixed Income Valuation Course.

Slides

Here you can download sample slides provided by authors of fixed income books. The slides for the trilogy on the Fixed Income Valuation Course together with the Excel/VBA software provide an unprecedented opportunity to teach fixed income concepts, models, and strategies, in any setting including a university classroom or a practitioner seminar.

Forum

See what is new in our website and also join the online discussion forums on a variety of fixed income topics, journal articles, and the top fifty books in the fixed income area. The questions and answers are monitored by the Team at FixedIncomeRisk.com to maximize the benefits to the readers. Just post a question under the appropriate subject title or engage in a discussion on your favorite topic. This is also a great place to share your input on the issues about the resources and materials in the website.