Some brief notes I've made for Fixed Income Securities: Tools for Today's Markets (4th Edition) by Bruce Tuckerman and Angel Serrat.
Discount factors; swap, spot and forward rates; returns; yields; spreads; PnL attribution
DV01; duration; convexity; key-rate; partial; forward bucket '01s
Some brief notes I've made for Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg.
Some brief notes I've made for Concepts and Practice of Mathematical Finance by Mark Joshi.
Ito calculus and black-scholes