The two staples of any diversified portfolio are 1. stocks and 2. bonds. What makes these two asset classes differ is not only in the types of claims they represent (ownership vs. debt), but they also in the structure of their payments to investors.
Whereas stocks are perpetual and may make dividend payments that are unknown ahead of time, bonds exist for finite periods of time. Bonds have a maturity date when the principal is scheduled to be paid back to the investor, however, prior to the maturity date they make scheduled payments that are specified in advance, (called coupons payments).
The first paper discusses how default-free bonds are priced from market-determined yield curves. From these yield curves we can derive the prices and yields on both zero-coupon bonds and coupon bonds that are traded in the secondary market.
The second paper shows how to calculate three types of Duration: Macaulay, Modified, and Dollar Duration. The last part of the paper covers how to calculate bond convexity.
The third paper discusses how to take into account the unique features of zero-coupon bonds and coupon bonds when calculating rates of return on portfolios that hold these types of bonds.
Below are the 3 Morningstar articles referenced above.