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Options, Futures and Other Derivatives by John Hull Options, Futures and Other Derivatives
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An Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci An Introduction to the Mathematics of Financial Derivatives
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Derivative Securities by Robert A. Jarrow Derivative Securities
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Numerical Mathematics and Computing by E.W. Cheney,David Kincaid Numerical Mathematics and Computing
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Implementing Derivatives Models by Les Clewlow,Chris Strickland Implementing Derivatives Models
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Financial Calculus by Martin W. Baxter,Andrew J.O. Rennie Financial Calculus
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Options Markets by John C. Cox,Mark Rubenstein Options Markets
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Principles of Corporate Finance by Stewart Myers, Richard Brealey, Franklin Allen Principles of Corporate Finance
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Fundamental Methods of Mathematical Economics by Alpha Chiang Fundamental Methods of Mathematical Economics
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Interest-Rate Option Models by Ricardo Rebonato Interest-Rate Option Models
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