The Global Money Markets
The Global Money Markets is the authoritative source on short-term investing and borrowing-from instruments in the U.S. and U.K., to asset-liability management. It also clearly demonstrates the various conventions used for money market calculations and discusses other short-term structured financial products such as asset-backed securities and mortgage-backed securities
http://rapidshare.com/files/167130434/FRANK_J._FABOZZI_-_The_Global_Money_Markets.pdf
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