An Introduction to the Mathematics of Financial Derivatives
Salih N. Neftci
''This book is a self-contained first step into mathematical finance, and it covers the fundamentals of the topic beautifully. The conclusions and references at the end of each chapter are very useful. The former provides a broad picture of each chapter's content. The latter offer invaluable links for those who would like a more detailed discussion...''—SIAM Review (Society for Industrial and Applied Mathematics)
