Fixed Income Books

[JamieSignorile]

Hey guys. I wanted to start gaining some knowledge in the fixed income world and I was wondering what books would be good for this. I was told that Fabozzi's handbook was great, however it is very basic. I was wondering if anyone has any recommendations for some books with quantitative approaches, as well as, books for modeling/coding FI. Thanks.

 

[JulianT]

I liked this book. It's a bit more theorical. http://www.amazon.ca/Advanced-Income-Analysis-Moorad-Choudhry/dp/0750662638

Though my practical knowledge of fixed income came from staring at screens, over someones's shoulder.