Trades, Quotes and Prices: Financial Markets Under the Microscope:
Jean-Philippe Bouchaud, Julius Bonart, Jonathan Donier, and Martin Gould -
A deep-dive into the heart of modern financial markets, the authors explore why and how people trade - and the consequences.
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...