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Fixed Income Securities: Valuation, Risk, and Risk Management by
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Patrick Lu 嘉泺
is 15% done
3 weeks into my grad school fixed income course. Derivations appear daunting initially, but the first half is very accessible.
Learning about convexity felt like learning a niche way to use screwdrivers when you are a barista——you probably won't need it in the future, but knowing more won't harm.
— Feb 26, 2025 05:30AM
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Learning about convexity felt like learning a niche way to use screwdrivers when you are a barista——you probably won't need it in the future, but knowing more won't harm.
