(1) Options, Futures and Other Derivatives
John C. Hull
Prentice Hall College Div; 5th edition
0-130-09056-5
(2) Handbook of Fixed Income Securities
Frank J. Fabozzi (editor)
McGraw-Hill Trade; 6th edition
0-071-35805-6
(3) The Complete Guide to Option Pricing Formulas
Espen Gaarder Haug
McGraw-Hill Trade
0-786-31240-8
(4) A Non Random Walk Down Wall Street
Andrew Lo, A. Craig MacKinlay
Princeton University Press
0-691-05774-5
(5) RiskMetrics Documents:
(i) Long Run
(ii) Technical Document
(iii) Risk Management
(iv) Clear Horizon
(v) CreditMetrics
J.P. Morgan/RiskMetrics Group, Inc and The RiskMetrics
Group, Inc.
http://www.riskmetrics.com/techdoc.html to download Acrobat pdf files of these documents
(6) The Econometrics of Financial Markets
John Y. Campbell, Andrew W. Lo (Contributor), Archie Craig
MacKinlay
Princeton Univ Press(7) Value at Risk
Philippe Jorion
McGraw-Hill Trade
0-071-35502-2
(8) Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton, Nicolas Rabeau (Translator),
Francois Mantion(Translator), B. Lapeyre (Contributor)
CRC Press
0-412-71800-6
(9) Derivatives: The Theory and Practice of Financial Engineering
Paul Wilmott
John Wiley & Sons
0-471-98366-7
(10) Advanced Modeling in Finance Using Excel and VBA
Mary Jackson and Mike Staunton
John Wiley & Sons
0-471-49922-6