Financial Math beginners/basic concept best books

[Iffi]

Hi

I am looking for suggestions on what would be the best books for me to get introduced to the basics of financial math.

Some background about me
- My background is electrical engineering and software engineering so I have a decent understanding of calculus, integration, derivation and other related math topics
- I have been investing in stocks for quite a while so understand some of the basic concepts of investing
- I DON'T have basic understanding of financial derivative concepts and methods beyond having heard some of the terms such as Black Scholes etc.

My main interest is to be able to get solid understanding of both the mathematical and practical aspects of these financial math concepts.

Thanks

 

[Andy Nguyen]

I would start from our master reading list

• A Primer For The Mathematics Of Financial Engineering, Second Edition
• Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
• An Introduction to the Mathematics of Financial Derivatives, Second Edition by Salih Neftci
• Options, Futures, and Other Derivatives (8th Edition) by John Hull
• Principles of Financial Engineering, Second Edition by Salih Neftci
• Elementary Stochastic Calculus With Finance in View by Thomas Mikosch
• The Concepts and Practice of Mathematical Finance by Mark Joshi
• Financial Options: From Theory to Practice by Stephen Figlewski
• Financial Calculus : An Introduction to Derivative Pricing by Martin Baxter
• A Course in Financial Calculus by Etheridge Alison
• The Mathematics of Financial Derivatives: A Student Introduction by Paul Wilmott
• Frequently Asked Questions in Quantitative Finance by Paul Wilmott
• Derivatives Markets by Robert L. McDonald
• An Undergraduate Introduction to Financial Mathematics by Robert Buchanan