Options, Futures, and Other Derivatives (Prentice Hall Series in Finance) by JOHN C HULL
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An Introduction to the Mathematics of Financial Derivatives, Second Edition by Salih N. Neftci
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The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) by Mark S. Joshi
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Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack
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Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
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