Hi. I might have an interview with a fixed income prop trading desk for the investment bank I'm interning for early this week. It's really a great opportunity at such a young age (they rarely put just-out-of-college people on prop desks), so I really want to be familiar with the products and theory. I spoke with a member of the team for a bit Friday and wasn't familiar enough with the fixed income derivatives he was referring to, so I need to be prepared to get grilled on them this week.
I've read everything I could find on fixed income derivatives on wikipedia, riskglossary, and investopedia, but none of them really go into enough depth (they don't discuss the Greeks, managing risk from the dealer side, etc.). I know equity derivitive basics but am not too familiar with debt-based structures.
With no time to order a text and with only the internet as a resource, can anyone suggest somewhere I could go for a crash course in fixed income derivatives? Thanks!
I've read everything I could find on fixed income derivatives on wikipedia, riskglossary, and investopedia, but none of them really go into enough depth (they don't discuss the Greeks, managing risk from the dealer side, etc.). I know equity derivitive basics but am not too familiar with debt-based structures.
With no time to order a text and with only the internet as a resource, can anyone suggest somewhere I could go for a crash course in fixed income derivatives? Thanks!