Understanding Bonds

My head hurts ...

Understanding Bonds [PDF] -- this seems to be a good primer for the investor. It explains the real world of bonds. It doesn't however, delve too far into the mathematics. So, good for an overview -- or just to ground your understanding.

Bond Basics [PDF] -- from Bond Markets, this is an Investor Guide to Bonds. Bond Markets also has a number of other high level publications that attempt to explain bonds and investing.

Understanding Bonds -- another good generalist site that explain bonds and investing in them.