Can someone please suggest good books for Rates Structuring?

Asked Nov 20 '23 at 21:30

Active Nov 20 '23 at 21:30

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I am interviewing for with a bank for their Rates Structurer. Can someone please suggest literature I can go through.

asked Nov 20 '23 at 21:30

owais mansoori

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There are many books already recommended on this site. – Bob Jansen Nov 20 '23 at 21:49
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Take a look at:
Satyajit Das. Structured Products Volume 1: Exotic Options; Interest Rates and Currency and while at it, Satyajit Das. Structured Products Volume 2: Equity; Commodity; Credit and New Markets
– Dimitri Vulis Nov 20 '23 at 21:56

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