1.
Baxter, Martin & Rennie, Andrew. Financial calculus: an introduction to derivative pricing. (Cambridge University Press, 1996).
2.
Hull, John. Options, futures, and other derivatives. (Pearson, 2012).
3.
Pliska, Stanley R. Introduction to mathematical finance: discrete time models. (Blackwell, 1997).
4.
Merton, Robert C. Continuous-time finance. (B. Blackwell, 1992).
5.
Bernstein, Peter L. Capital ideas: the improbable origins of modern Wall Street. (John Wiley & Sons, 2005).