A First Course in Quantitative Finance:
Thomas Mazzoni -
This book contains all necessary theoretical and mathematical concepts and relevent numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
Options, Futures, and Other Derivatives, Global Edition:
John Hull -
The definitive guide to derivatives markets, updated with contemporary examples and discussions.
Quantitative Energy Finance: Modeling, Pricing, and Hedging in Energy and Commodity Markets:
Fred Espen Benth, Peter Laurence, and Valery Kholodnyi -
This edited collection features cutting-edge research from leading scientists in the fields of energy and commodity finance.
The Volatility Surface: A Practitioner’s Guide:
Jim Gatheral -
By the time you finish reading this guide, you'll have a firm understanding of volatility surface modeling as well as a better idea of how you can apply the results of these models to real-world situations
Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives:
Jon Gregory -
Practical guidance toward handling the latest changes to the OTC derivatives market