A Primer For The Mathematics Of Financial Engineering, Second Edition

A great introductory book for anyone studying financial engineering. This book manages to cover a wide variety of topics that are essential for aspiring quants.

If somebody knows the subject they don't need it. If somebody does not know the subject it will not help either.

I read the first couple of chapters a couple of times to get my head around the math I haven't used for a while. It's a little easier together with Mathematica and another head-hurting book "Computational Financial Mathematics using Mathematica.