Markets II: Rates, FX and Credit

Rates: Money and Bonds

1. 1 Central Banks and the Short Rate 8 solved exercises
2. 2 Money Markets 8 solved exercises
3. 3 Government Bonds 8 solved exercises
4. 4 The Treasury Market 8 solved exercises
5. 5 Repo and Specials 8 solved exercises
6. 6 Bond Futures 8 solved exercises
7. 7 European and Japanese Government Bonds 8 solved exercises
8. 8 Short-Term Interest-Rate Futures 8 solved exercises

Rates: Swaps and Beyond

1. 9 Interest-Rate Swaps 8 solved exercises
2. 10 Swap Clearing and the Clearing-House Basis 8 solved exercises
3. 11 Inflation Markets 8 solved exercises
4. 12 Mortgages and Agencies 8 solved exercises
5. 13 The Rates Options Market 8 solved exercises

Foreign Exchange

1. 14 The FX Market 8 solved exercises
2. 15 FX Spot Microstructure 8 solved exercises
3. 16 FX Swaps, Forwards and the Cross-Currency Basis 8 solved exercises
4. 17 Fixings and Flows 8 solved exercises
5. 18 Emerging-Market FX and NDFs 8 solved exercises
6. 19 The FX Options Market 8 solved exercises
7. 20 Settlement Risk 8 solved exercises

Credit

1. 21 Corporate Bonds 8 solved exercises
2. 22 How Bonds Trade 8 solved exercises
3. 23 Credit Default Swaps 8 solved exercises
4. 24 Credit Indices and Tranches 8 solved exercises
5. 25 Loans, CLOs and Securitisation 8 solved exercises
6. 26 Distressed, Sovereign and Bank-Capital Credit 8 solved exercises

Getting Access

1. 27 Getting Access: FX 8 solved exercises
2. 28 Getting Access: Rates and Credit 8 solved exercises

Trading as a Craft

1. 29 Thinking in Expected Value 8 solved exercises
2. 30 Market-Making Games 8 solved exercises
3. 31 Reading a Macro Calendar and a Rates Screen 8 solved exercises

31 chapters — 31 online so far, and more publishing regularly. The complete book is already available as a free PDF you can read online.