Mark S. Joshi
Mathematics, Finance and Risk Series
Cambridge, UK: Cambridge University Press, 2008
539pp, ISBN: 978-0-521-51408-8
Written by one of the most respected figures in mathematical finance, this book is an introduction to the discipline of mathematical and quantitative finance. It provides a clear understanding of the intuition behind derivatives pricing, how models are implemented and used, and how they are used and adapted in practice.