Text Books

◈ Higham, An Introduction to Financial Option Valuation, Cambridge
A very good introductory book for financial engineers

◈ Wilmott, Paul Wilmott Introduces Quantitative Finance, Wiley
Mathematical, good introduction to qfin field

◈ Keith Cuthbertson and Dirk Nitzsche, Financial Engineering: Derivatives and
Risk Management, Wiley

◈ Hull, Options, futures, and other derivatives, Pearson
A complete guide on options and futures

◈ McDonald, Derivatives Markets, Addison-Wesley
A good book on derivatives

◈ Corrado and Jordan, Fundamentals of Investments: Valuation and Management,
McGraw-Hill
Easy to start with, but for general financial students
Some slides are from there

◈ Bodie, Kane, and Marcus, Investments, McGraw-Hill
Some slides are from there

◈ Levy and Post, Investment, Prentice-Hall

◈ Alexander, Sharpe and Bailey, Fundamentals of Investments, Prentice-Hall

◈ Duffy, Financial Instrument Pricing Using C++, John Wiley & Sons, Ltd.

◈ Duffy, Introduction to C++ for Financial Engineers: An Object-Oriented Approach,
Wiley

◈ London, Modeling Derivatives in C++, John Wiley & Sons, Ltd.