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Good Financial Maths Books
Options, Futures, and Other Derivatives (International Edition)Options, Futures, and Other Derivatives (International Edition) by John C. Hull
Buy used from: £14.99
Good broad introduction
Arbitrage Theory in Continuous Time (Oxford Finance Series)Arbitrage Theory in Continuous Time (Oxford Finance Series) by Tomas Björk
Buy new: £35.10 / Used from: £31.98
Numerical Solution of Partial Differential EquationsNumerical Solution of Partial Differential Equations by K. W. Morton
Buy used from: £17.00
C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk) by Mark S. Joshi
Buy used from: £31.00
Joshi - broad and understandable
Financial Derivatives in Theory and Practice, Revised EditionFinancial Derivatives in Theory and Practice, Revised Edition by Philip Hunt
Buy new: £29.21 / Used from: £34.94
Rigorous and readable stochastic calculus textbook
The Mathematics of Financial Derivatives: A Student IntroductionThe Mathematics of Financial Derivatives: A Student Introduction by Jeff Dewynne
Buy new: £22.93 / Used from: £18.51
Good introduction using the PDE approach
Mastering MATLAB 6 (International Edition)Mastering MATLAB 6 (International Edition) by Duane Hanselman
Buy used from: £48.75
Best MATLAB book i've seen
Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability)Numerical Solution of Stochastic Differential Equations (Stochastic Modelling and Applied Probability) by Peter E. Kloeden
Buy new: £57.19 / Used from: £68.74
Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series)Basic Stochastic Processes: A Course Through Exercises (Springer Undergraduate Mathematics): A Course Through Exercises (Springer Undergraduate Mathematics) (Springer Undergraduate Mathematics Series) by Zdzislaw Brzezniak
Buy new: £18.49 / Used from: £23.45
Pricing and Hedging of Derivative SecuritiesPricing and Hedging of Derivative Securities by Lars Tyge Nielsen
Buy new: £51.30 / Used from: £33.50
Financial Calculus: An Introduction to Derivative PricingFinancial Calculus: An Introduction to Derivative Pricing by Martin Baxter
Buy new: £34.85 / Used from: £32.00