An Introduction to the Mathematics of Financial Derivatives (Academic Press Advanced Finance)
Description: An Introduction to the Mathematics of Financial Derivatives by Salih N. Neftci presents mathematical models and methods used for pricing financial derivatives, with expanded content and exercises to support understanding of advanced finance concepts
ISBN: 0125153929
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Neftci's book if you are: http://www.amazon.com/gp/product/0125153929/ref=as_li_ss_tl?...
(Both require some calculus.)