Seconded: Harris Trading and Exchanges is an excellent book. I read it in 2006 when I was working for a rates trading desk, and wrote a series of blogs posts on

Seconded: Harris Trading and Exchanges is an excellent book. I read it in 2006 when I was working for a rates trading desk, and wrote a series of blogs posts on it: https://etrading.wordpress.com/category/reading-harris/ https://etrading.wordpress.com/category/reading-harris/