 | Interest Rate Models by Damiano Brigo
Buy used from: $53.48 a must have!
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 | Fixed Income Securities: Tools for Today's Markets, Second Edition by Bruce Tuckman
Buy new: $50.40 / Used from: $43.00 a practicioner guide to fixed income securities
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 | Modelling Fixed Income Securities and Interest Rate Options (2nd Edition) by Robert Jarrow
Buy new: $44.66 / Used from: $38.33 the most complete treatment on HJM you can get on market--the whole book.
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 | Efficient Methods for Valuing Interest Rate Derivatives by Antoon Pelsser
Buy new: $89.01 / Used from: $13.89 A concise "crash course"introduction to interest rate derivatives pricing.
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 | Financial Derivatives in Theory and Practice by P. J. Hunt
Buy used from: $19.03 Devoted half volume on fixed income derivatives modeling. One of my favorites.
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 | Volatility and Correlation: The Perfect Hedger and the Fox (Wiley Finance) by Riccardo Rebonato
Buy new: $98.61 / Used from: $79.99 over 800+ pages, surely you 'll get something. Another Rebonato classics, hard to resist.
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 | Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
Buy new: $66.82 / Used from: $59.98 Mostly on LMM. a unique "Rebonato"account about interest rate modeling, as always.
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 | Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) by Riccardo Rebonato
Buy used from: $234.65 with "MPIRD", you'll know everythingabout interest rate modeling from Rebonato
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 | Interest Rate Modelling: Financial Engineering by Jessica James
Buy new: $128.70 / Used from: $63.79 An encyclopedic treatment on interest rate modeling. Good job!
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 | Interest Rate Models: An Introduction by Andrew J. G. Cairns
Buy new: $38.55 / Used from: $14.98 a competitive newcomer on the market!
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 | Fixed Income Analytics by Kenneth D. Garbade
Buy new: $60.18 / Used from: $40.00 |
 | Fixed Income Markets and Their Derivatives (Current Issues in Finance) by Suresh Sundaresan
Buy used from: $7.20 |
 | The Handbook of Fixed Income Securities, 6th Edition by Frank J. Fabozzi
Buy used from: $20.00 Mostly for referemce
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