Fourier Domain Mode Locked laser is a novel fast frequency swept source used in Optical Coherence Tomography. The laser has a unidirectional all-fiber ring cavity that incorporates a semiconductor optical amplifier, a tunable Fabry-Perot filter and a fiber delay forming the cavity of up to 20km long. Our numerical modeling based on a set of delay differentiation equations is in excellent agreement with the experimental results that employed real-time intensity and phase characterisation techniques. We show that FDML lasers display a sequence of bifurcations that can co-exist within a sweep and lead, in particular, to the formation of Nozaki-Bekki holes.