Can anyone recommend a good book on bonds..

Dispassionate

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in particular about t-bills and how to analyze the relationship between short-dated notes and long-dated ones?
 
look up the Eurodollar Hand book on amazon. although not what you are looking for, the author is regarded as THE oracle as far as fixed income goes, and his work is required reading on all big bond desks. his name escapes me. do a search on the author.
 
Christina Ray wrote a book call The Bond Market a while back. I think it's one of the best, easiest to read books on fixed income trading.

Fabozzi's The Handbook of Fixed Income Securities is considered by many to be the diffinitive source on interest rate instruments. It's a hefty book, though, and not a real easy read.
 
I agree with Rhody.

I always recommend Fabozzi. While "not easy" your aim should be to study until it "becomes easy". Otherwise your taking the easy way out and possibly making trading decisions based on simplistic, incomplete knowledge.

Also by Fabozzi: Credit Derivatives: Instruments, Applications and Pricing; also (heavy stuff) Mathematics of Financial Modelling and Investment Management.

Grant.
 
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