Fixed income has a genuine canon: a few technical books that every desk owns, plus the narrative history of how the market was built.
Interest rates from Babylonian lending through Rome and Europe to modern bonds.
Recommended by: Mohnish Pabrai
Bond maths made usable: price and yield, interest on interest, and bond swaps.
The standard reference on every kind of bond, its analysis and its management.
Life on Salomon Brothers' bond trading floor in the 1980s mortgage-bond boom.
“I do believe, as Michael Lewis writes in his intriguing 1989 book, "Liar's Poker," that it is unlikely that an individual unable to buck convention in one's life will suddenly be able to buck…” — Michael Burry
Source: MSN Money Strategy Lab journal, March 2, 2001 — archived
Recommended by: Michael Burry, Mohnish Pabrai, Nat Eliason and 3 others
The standard text on bonds: instruments, valuation, risk and portfolio strategy.
Bill Gross and how he built PIMCO into the largest bond manager, until 2014.
Recommended by: Andrew Wilkinson
Retail-investor guide with the clearest chapters on buying munis.
How to position across the yield curve using the economy's direction.
The CFA Institute's fixed-income text: bond valuation, risk and analysis.
Recommended by: Mohnish Pabrai
Practical guide to trading rates, swaps and futures.