An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance) cover
An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance)
by Salih N. Neftci
ISBN: 0125153929
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yummyfajitas · 2012-12-11 · Original thread
Wilmott's book if you aren't that great at math: http://www.amazon.com/gp/product/0470319585/ref=as_li_ss_tl?...

Neftci's book if you are: http://www.amazon.com/gp/product/0125153929/ref=as_li_ss_tl?...

(Both require some calculus.)