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
Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues:
Alain Ruttiens -
Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles...