Paul Wilmott Introduces Quantitative Finance (The Wiley Finance Series) cover
Paul Wilmott Introduces Quantitative Finance (The Wiley Finance Series)
by Paul Wilmott
ISBN: 0470319585
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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.)