 | The Bond and Money Markets: strategy, trading, analysis (Securities Institution Professional Reference Series) by Moorad Choudhry
Buy new: £171.70 / Used from: £271.89 Everything you ever need to know about bonds et al. Cool book!
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 | Options, Futures, and Other Derivatives (International Edition) by John C. Hull
Buy used from: £14.98 Used daily. A must for anyone using derivatives.
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 | Paul Wilmott on Quantitative Finance (Wiley Frontiers in Finance) by P Wilmott
Buy used from: £42.50 I know, I know. Having a Wilmott book on the list is a huge faux pas but this _is_ a reasonable reference. Even though it is by Wilmott.
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 | Interest-Rate Option Models : Understanding, Analyzing and Using Models for Exotic Interest-Rate Options (Wiley Series in Financial Engineering) Second Edition by Riccardo Rebonato
Buy used from: £232.78 You want to know about IR options? Not scared of maths? Good.
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 | Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
Buy new: £45.35 / Used from: £40.36 If you are into IR exotics this is a buy.
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 | Pricing and Hedging Swaps by Paul Miron
It doesn't get better then this! If you are pricing swaps you need this book.
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 | Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications (New York Institute of Finance) by John J. Murphy
Buy used from: £43.12 Fun ... when you want to scare economists.
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 | Elementary Stochastic Calculus, with Finance in View: 6 (Advanced Series on Statistical Science & Applied Probability) by Thomas Mikosch
Buy new: £23.98 / Used from: £18.38 Intuitive intro to stochastic calculus. A must for all.
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 | Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) by Peter E. Kloeden
Buy new: £56.19 / Used from: £85.55 Stochastics for adults.
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 | Active Portfolio Management : A quantative approach for producing superior returns and selecting superior money managers by Richard C. Grinold
Buy new: £29.66 / Used from: £29.00 Are fund managers adding any value? Any value at all? Really?
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 | The Wind-up Bird Chronicle by Haruki Murakami
Buy new: £6.26 / Used from: £2.79 For the journey home. A modern masterpiece.
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 | The Glass Bead Game (Vintage Classics) by Hermann Hesse
Buy new: £6.72 / Used from: £3.85 For the journey home. A classic masterpiece answering the question all of us ask - was leaving post-doc work a Good Thing?
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